+26.4%
V vs MLM
-14.5%
+40.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +2.2% | -4.1% | +6.3% | +3.0% |
| 30D | +13.6% | +8.2% | +5.4% | +12.7% |
| 3M | +14.3% | -3.6% | +17.9% | +14.8% |
| 6M | +33.1% | -15.6% | +48.7% | +35.3% |
| YTD | +21.2% | -16.4% | +37.7% | +19.5% |
| 1Y | +26.4% | -14.3% | +40.8% | +22.7% |
| All | +26.4% | -14.5% | +40.9% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling