+19.3%
MLM vs VYM
+66.1%
-46.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.3% |
| 7D | -4.1% | -2.8% | -1.3% | -0.9% |
| 30D | +8.2% | +1.0% | +7.1% | +7.2% |
| 3M | -3.6% | -2.9% | -0.7% | -0.2% |
| 6M | -15.6% | +2.6% | -18.1% | -17.3% |
| YTD | -16.4% | +12.8% | -29.2% | -25.5% |
| 1Y | -14.3% | +16.8% | -31.1% | -26.1% |
| 3Y | +19.3% | +66.9% | -47.5% | -23.1% |
| All | +19.3% | +66.1% | -46.8% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling