-21.8%
MLM vs VO
+9.3%
-31.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.5% |
| 7D | -2.9% | -0.3% | -2.6% | -2.5% |
| 30D | -6.8% | -0.3% | -6.5% | -6.3% |
| 3M | -11.2% | +2.9% | -14.2% | -14.8% |
| 6M | -21.8% | +9.3% | -31.2% | -31.4% |
| All | -21.8% | +9.3% | -31.1% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling