+21.5%
MLM vs VT
+69.4%
-47.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -1.6% |
| 7D | -1.2% | -4.2% | +2.9% | +2.6% |
| 30D | +7.9% | -5.8% | +13.7% | +13.7% |
| 3M | -4.5% | -5.2% | +0.8% | +0.2% |
| 6M | -12.6% | +0.1% | -12.8% | -12.9% |
| YTD | -14.9% | +8.2% | -23.1% | -21.0% |
| 1Y | -13.1% | +10.1% | -23.2% | -20.5% |
| All | +21.5% | +69.4% | -47.8% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling