+263.3%
MLM vs VTEB
+26.7%
+236.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.9% | -0.8% | -2.1% | -2.2% |
| 30D | -6.8% | -1.3% | -5.5% | -5.7% |
| 3M | -11.2% | -2.1% | -9.1% | -9.4% |
| 6M | -21.8% | -1.7% | -20.2% | -20.5% |
| YTD | -17.0% | -0.6% | -16.4% | -16.3% |
| 1Y | -16.4% | +3.1% | -19.4% | -18.1% |
| 3Y | +14.5% | +9.2% | +5.2% | +7.1% |
| 5Y | +41.7% | +2.2% | +39.6% | +38.6% |
| 10Y | +200.0% | +18.8% | +181.3% | +246.6% |
| All | +263.3% | +26.7% | +236.6% | +399.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling