+1,475.4%
MLM vs VO
+831.6%
+643.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.4% |
| 7D | +9.1% | +1.0% | +8.1% | +8.0% |
| 30D | +14.6% | +2.6% | +12.0% | +11.5% |
| 3M | +0.3% | -0.3% | +0.6% | +0.6% |
| 6M | -7.5% | +7.6% | -15.1% | -14.2% |
| YTD | -10.2% | +14.7% | -25.0% | -22.1% |
| 1Y | -10.5% | +16.4% | -26.9% | -23.6% |
| 3Y | +27.8% | +66.2% | -38.4% | -25.6% |
| 5Y | +38.9% | +39.1% | -0.2% | -2.0% |
| 10Y | +211.4% | +212.9% | -1.5% | -6.8% |
| All | +1,475.4% | +831.6% | +643.8% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling