+476.5%
V vs MLM
+140.0%
+336.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | +0.1% |
| 7D | -0.4% | -2.0% | +1.6% | +0.4% |
| 30D | +6.3% | +9.5% | -3.2% | +2.8% |
| 3M | +17.2% | -4.7% | +21.9% | +19.0% |
| 6M | +29.2% | -10.7% | +39.9% | +33.6% |
| YTD | +20.8% | -16.6% | +37.3% | +27.0% |
| 1Y | +25.0% | -15.4% | +40.4% | +30.7% |
| 3Y | +75.3% | +15.9% | +59.3% | +59.5% |
| 5Y | +105.8% | +27.1% | +78.7% | +77.1% |
| All | +476.5% | +140.0% | +336.6% | +256.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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