+43.4%
MLM vs VTEB
+2.3%
+41.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.4% | -0.2% | +1.6% | +1.7% |
| 30D | -6.5% | -1.6% | -4.9% | -4.4% |
| 3M | -7.4% | -2.0% | -5.4% | -4.8% |
| 6M | -15.8% | -1.7% | -14.1% | -13.7% |
| YTD | -17.4% | -0.6% | -16.8% | -16.3% |
| 1Y | -17.9% | +1.8% | -19.7% | -18.8% |
| 3Y | +18.9% | +9.6% | +9.3% | +7.6% |
| 5Y | +43.4% | +2.1% | +41.4% | +24.4% |
| All | +43.4% | +2.3% | +41.1% | +24.4% |
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 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