+31.8%
MLM vs VTEB
+3.3%
+28.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | -2.9% | +0.7% | -3.6% | -3.8% |
| 30D | +10.4% | +4.0% | +6.4% | +4.6% |
| 3M | -3.7% | -0.5% | -3.2% | -3.0% |
| 6M | -10.3% | -0.6% | -9.6% | -9.3% |
| YTD | -14.8% | +0.4% | -15.2% | -14.8% |
| 1Y | -13.9% | +0.8% | -14.7% | -14.2% |
| 3Y | +18.4% | +11.5% | +6.9% | +4.9% |
| 5Y | +31.8% | +3.4% | +28.4% | +7.5% |
| All | +31.8% | +3.3% | +28.5% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling