+147.4%
MLM vs VYM
+204.2%
-56.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -1.0% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +10.4% | +3.0% | +7.5% | +7.0% |
| 3M | -3.7% | -1.0% | -2.7% | -2.4% |
| 6M | -10.3% | +6.4% | -16.6% | -15.9% |
| YTD | -14.8% | +15.9% | -30.7% | -27.2% |
| 1Y | -13.9% | +18.7% | -32.6% | -28.3% |
| 3Y | +18.4% | +72.8% | -54.4% | -35.4% |
| 5Y | +31.8% | +71.2% | -39.4% | -26.5% |
| All | +147.4% | +204.2% | -56.8% | -31.6% |
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