+209.3%
MLM vs VTEB
+18.2%
+191.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.2% |
| 7D | -2.7% | -0.7% | -2.0% | -2.1% |
| 30D | -8.3% | -2.1% | -6.3% | -6.4% |
| 3M | -12.0% | -2.7% | -9.3% | -9.6% |
| 6M | -17.6% | -2.1% | -15.5% | -15.8% |
| YTD | -18.9% | -1.1% | -17.8% | -17.7% |
| 1Y | -17.6% | +1.3% | -19.0% | -18.2% |
| 3Y | +16.8% | +9.0% | +7.8% | +8.8% |
| 5Y | +41.0% | +1.5% | +39.5% | +38.7% |
| 10Y | +209.3% | +18.5% | +190.8% | +252.4% |
| All | +209.3% | +18.2% | +191.1% | +252.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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