+30.5%
MLM vs VRSN
+37.7%
-7.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.1% |
| 7D | -5.8% | -1.2% | -4.6% | -5.4% |
| 30D | +9.8% | +3.8% | +6.1% | +8.5% |
| 3M | -5.2% | +9.5% | -14.7% | -8.2% |
| 6M | -10.3% | +10.3% | -20.5% | -13.9% |
| YTD | -15.5% | +30.5% | -46.0% | -24.7% |
| 1Y | -15.0% | +27.9% | -42.9% | -23.7% |
| 3Y | +17.5% | +54.3% | -36.8% | -6.1% |
| 5Y | +30.5% | +37.2% | -6.6% | +7.8% |
| All | +30.5% | +37.7% | -7.1% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling