+1,394.1%
MLM vs VO
+799.0%
+595.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.5% | -1.7% | -1.4% |
| 7D | -1.2% | -3.3% | +2.1% | +2.5% |
| 30D | +7.9% | -1.8% | +9.8% | +10.2% |
| 3M | -4.5% | -3.4% | -1.1% | -0.8% |
| 6M | -12.6% | +3.0% | -15.6% | -15.1% |
| YTD | -14.9% | +10.7% | -25.6% | -23.3% |
| 1Y | -13.1% | +11.8% | -24.9% | -22.5% |
| 3Y | +21.2% | +60.4% | -39.2% | -26.7% |
| 5Y | +32.0% | +33.6% | -1.6% | -2.7% |
| 10Y | +195.3% | +202.0% | -6.6% | -8.2% |
| All | +1,394.1% | +799.0% | +595.1% | +63.7% |
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