+537.5%
MLM vs VT
+356.1%
+181.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | +8.0% | -1.6% | +9.6% | +9.7% |
| 30D | +12.8% | -2.5% | +15.2% | +15.5% |
| 3M | +0.4% | -1.3% | +1.7% | +1.7% |
| 6M | -11.2% | +3.1% | -14.3% | -14.3% |
| YTD | -12.3% | +10.9% | -23.2% | -21.4% |
| 1Y | -11.7% | +12.1% | -23.8% | -21.7% |
| 3Y | +24.9% | +73.9% | -49.0% | -29.7% |
| 5Y | +37.4% | +58.0% | -20.6% | -13.9% |
| 10Y | +210.5% | +225.5% | -15.0% | -4.7% |
| All | +537.5% | +356.1% | +181.4% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling