+1,817.5%
MLM vs VRSN
+6,651.0%
-4,833.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -6.8% | -0.2% | -6.7% | -6.8% |
| 3M | -11.2% | -0.3% | -10.9% | -11.3% |
| 6M | -21.8% | +23.0% | -44.8% | -24.5% |
| YTD | -17.0% | +21.3% | -38.3% | -19.8% |
| 1Y | -16.4% | +6.7% | -23.1% | -17.7% |
| 3Y | +14.5% | +45.0% | -30.5% | +7.1% |
| 5Y | +41.7% | +35.0% | +6.7% | +33.8% |
| 10Y | +200.0% | +276.3% | -76.3% | +145.1% |
| All | +1,817.5% | +6,651.0% | -4,833.6% | +909.4% |
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 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