+571.2%
MLM vs VYM
+492.8%
+78.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -6.8% | -0.5% | -6.3% | -6.2% |
| 3M | -11.2% | +3.0% | -14.3% | -14.0% |
| 6M | -21.8% | +8.2% | -30.1% | -28.3% |
| YTD | -17.0% | +15.8% | -32.8% | -29.5% |
| 1Y | -16.4% | +20.8% | -37.2% | -32.4% |
| 3Y | +14.5% | +65.3% | -50.8% | -35.7% |
| 5Y | +41.7% | +76.6% | -34.8% | -25.3% |
| 10Y | +200.0% | +203.9% | -3.9% | -15.0% |
| All | +571.2% | +492.8% | +78.4% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling