-13.4%
MLM vs VRSN
+27.4%
-40.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.5% |
| 7D | -3.8% | -0.8% | -3.0% | -3.8% |
| 30D | +11.0% | +0.7% | +10.3% | +11.0% |
| 3M | -3.1% | +4.1% | -7.2% | -3.0% |
| 6M | -9.8% | +6.7% | -16.5% | -10.3% |
| YTD | -14.4% | +27.1% | -41.4% | -16.5% |
| All | -13.4% | +27.4% | -40.9% | -15.3% |
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