+26.5%
MLM vs VOO
+72.6%
-46.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -0.9% | +2.6% | -3.4% | -3.3% |
| 30D | +9.0% | -2.0% | +11.0% | +11.0% |
| 3M | -5.6% | -2.8% | -2.8% | -3.1% |
| 6M | -10.7% | +2.2% | -12.8% | -12.8% |
| YTD | -17.2% | +11.5% | -28.7% | -25.8% |
| 1Y | -14.2% | +13.5% | -27.7% | -24.5% |
| 3Y | +15.6% | +78.1% | -62.5% | -37.3% |
| All | +26.5% | +72.6% | -46.1% | -28.6% |
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