-18.7%
MLM vs VYM
+18.4%
-37.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.5% |
| 7D | -0.9% | -0.8% | -0.1% | +0.2% |
| 30D | -6.1% | -2.2% | -3.8% | -3.0% |
| 3M | -9.7% | +3.1% | -12.7% | -13.1% |
| 6M | -14.4% | +9.7% | -24.1% | -24.0% |
| YTD | -17.7% | +14.9% | -32.6% | -30.3% |
| 1Y | -18.7% | +17.6% | -36.3% | -31.9% |
| All | -18.7% | +18.4% | -37.2% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling