+1,866.1%
MLM vs VRSN
+7,112.9%
-5,246.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.9% |
| 7D | -1.2% | +2.0% | -3.2% | -1.5% |
| 30D | +7.9% | +6.5% | +1.5% | +6.9% |
| 3M | -4.5% | +6.7% | -11.1% | -5.4% |
| 6M | -12.6% | +13.8% | -26.4% | -14.6% |
| YTD | -14.9% | +29.6% | -44.5% | -18.6% |
| 1Y | -13.1% | +29.5% | -42.5% | -16.9% |
| 3Y | +21.2% | +56.9% | -35.7% | +12.1% |
| 5Y | +32.0% | +36.6% | -4.6% | +24.3% |
| 10Y | +195.3% | +298.3% | -103.0% | +139.2% |
| All | +1,866.1% | +7,112.9% | -5,246.7% | +924.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling