+186.5%
MLM vs VT
+214.8%
-28.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -0.8% |
| 7D | -1.2% | -4.2% | +2.9% | +3.3% |
| 30D | +7.9% | -5.8% | +13.7% | +14.9% |
| 3M | -4.5% | -5.2% | +0.8% | +1.1% |
| 6M | -12.6% | +0.1% | -12.8% | -13.1% |
| YTD | -14.9% | +8.2% | -23.1% | -22.1% |
| 1Y | -13.1% | +10.1% | -23.2% | -21.9% |
| 3Y | +21.2% | +69.7% | -48.4% | -32.6% |
| 5Y | +32.0% | +53.4% | -21.4% | -17.4% |
| All | +186.5% | +214.8% | -28.3% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling