+161.1%
VEA vs MLM
+140.5%
+20.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -1.3% | -5.8% | +4.6% | +0.6% |
| 30D | 0.0% | +9.8% | -9.9% | -3.0% |
| 3M | -3.6% | -5.2% | +1.6% | -2.2% |
| 6M | -0.5% | -10.3% | +9.8% | +2.2% |
| YTD | +13.0% | -15.5% | +28.4% | +17.8% |
| 1Y | +16.3% | -15.0% | +31.3% | +21.0% |
| 3Y | +74.4% | +17.5% | +57.0% | +61.9% |
| 5Y | +55.8% | +30.5% | +25.3% | +37.4% |
| 10Y | +161.1% | +145.5% | +15.6% | +79.8% |
| All | +161.1% | +140.5% | +20.6% | +79.8% |
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