+43.5%
MLM vs VT
+66.2%
-22.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | -2.9% | +0.4% | -3.4% | -3.4% |
| 30D | -6.8% | +1.0% | -7.8% | -7.7% |
| 3M | -11.2% | +2.4% | -13.6% | -13.5% |
| 6M | -21.8% | +12.0% | -33.8% | -30.7% |
| YTD | -17.0% | +15.3% | -32.3% | -28.7% |
| 1Y | -16.4% | +22.6% | -39.0% | -32.8% |
| 3Y | +14.5% | +74.7% | -60.2% | -38.2% |
| All | +43.5% | +66.2% | -22.7% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling