+19.7%
MLM vs VOO
+78.4%
-58.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.1% | +0.5% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +11.0% | -3.3% | +14.3% | +14.0% |
| 3M | -3.1% | -2.4% | -0.7% | -1.2% |
| 6M | -9.8% | +2.6% | -12.4% | -11.8% |
| YTD | -14.4% | +11.3% | -25.6% | -21.8% |
| 1Y | -12.6% | +13.4% | -26.0% | -21.4% |
| 3Y | +19.7% | +80.3% | -60.5% | -29.5% |
| All | +19.7% | +78.4% | -58.7% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 3y: compounded portfolio wealth divided by compounded VOO 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…
3y analysis · Full analysis span regression · 6 months rolling