+206.2%
MLM vs VYM
+201.8%
+4.4%
-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% | -0.1% | -0.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | -6.5% | -1.3% | -5.2% | -5.1% |
| 3M | -7.4% | +4.1% | -11.5% | -11.2% |
| 6M | -15.8% | +9.8% | -25.6% | -23.9% |
| YTD | -17.4% | +15.3% | -32.7% | -29.2% |
| 1Y | -17.9% | +20.0% | -37.9% | -32.7% |
| 3Y | +18.9% | +66.2% | -47.4% | -32.5% |
| 5Y | +43.4% | +77.5% | -34.1% | -23.3% |
| 10Y | +206.2% | +201.7% | +4.5% | -14.6% |
| All | +206.2% | +201.8% | +4.4% | -14.6% |
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