+158.0%
VEA vs MLM
+372.9%
-214.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | 0.0% | -2.9% | +2.8% | +1.1% |
| 30D | -1.4% | +10.4% | -11.8% | -5.0% |
| 3M | -4.1% | -3.7% | -0.4% | -3.0% |
| 6M | -1.3% | -10.3% | +8.9% | +1.8% |
| YTD | +12.1% | -14.8% | +26.9% | +17.3% |
| 1Y | +16.1% | -13.9% | +29.9% | +21.0% |
| 3Y | +73.0% | +18.4% | +54.6% | +58.0% |
| 5Y | +55.1% | +31.8% | +23.3% | +33.6% |
| 10Y | +156.9% | +143.4% | +13.5% | +61.6% |
| All | +158.0% | +372.9% | -214.9% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling