-10.5%
MLM vs VRSN
+31.7%
-42.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +2.3% |
| 7D | +9.1% | +3.6% | +5.5% | +9.1% |
| 30D | +14.6% | +8.8% | +5.8% | +14.4% |
| 3M | +0.3% | +6.6% | -6.3% | +0.2% |
| 6M | -7.5% | +16.7% | -24.1% | -8.2% |
| YTD | -10.2% | +32.1% | -42.4% | -12.4% |
| 1Y | -10.5% | +34.1% | -44.5% | -12.4% |
| All | -10.5% | +31.7% | -42.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 1y: compounded portfolio wealth divided by compounded VRSN 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…
1y analysis · Full analysis span regression · 6 months rolling