+138.8%
MLM vs VYM
+205.6%
-66.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -0.9% | +3.7% | -4.5% | -4.8% |
| 30D | +9.0% | +3.7% | +5.3% | +4.8% |
| 3M | -5.6% | -0.7% | -4.9% | -4.6% |
| 6M | -10.7% | +7.2% | -17.9% | -17.0% |
| YTD | -17.2% | +16.9% | -34.1% | -29.9% |
| 1Y | -14.2% | +19.6% | -33.8% | -29.2% |
| 3Y | +15.6% | +74.6% | -59.0% | -37.6% |
| 5Y | +26.2% | +72.3% | -46.1% | -30.1% |
| All | +138.8% | +205.6% | -66.9% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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