+43.5%
MLM vs VOO
+82.6%
-39.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -6.8% | +0.1% | -6.9% | -6.9% |
| 3M | -11.2% | +2.0% | -13.2% | -13.1% |
| 6M | -21.8% | +13.0% | -34.9% | -30.9% |
| YTD | -17.0% | +13.6% | -30.6% | -27.0% |
| 1Y | -16.4% | +20.1% | -36.4% | -30.5% |
| 3Y | +14.5% | +77.6% | -63.1% | -37.8% |
| All | +43.5% | +82.6% | -39.1% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling