-12.6%
MLM vs VRSN
+15.3%
-27.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -5.1% |
| 7D | -1.2% | +2.0% | -3.2% | -1.2% |
| 30D | +7.9% | +6.5% | +1.5% | +7.9% |
| 3M | -4.5% | +6.7% | -11.1% | -4.4% |
| 6M | -12.6% | +13.8% | -26.4% | -11.8% |
| All | -12.6% | +15.3% | -27.9% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling