+150.9%
VEA vs MLM
+185.4%
-34.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -2.2% | -4.1% | +1.9% | -1.0% |
| 30D | -3.4% | +8.2% | -11.5% | -5.7% |
| 3M | -5.6% | -3.6% | -2.0% | -4.8% |
| 6M | -3.4% | -15.6% | +12.1% | +1.0% |
| YTD | +9.7% | -16.4% | +26.1% | +14.7% |
| 1Y | +15.4% | -14.3% | +29.7% | +19.7% |
| 3Y | +68.5% | +19.3% | +49.2% | +55.9% |
| 5Y | +49.6% | +29.6% | +20.1% | +32.6% |
| All | +150.9% | +185.4% | -34.5% | +73.6% |
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