+173.7%
VEA vs MLM
+360.8%
-187.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +1.0% | -2.9% | +3.9% | +2.0% |
| 30D | +1.9% | -6.8% | +8.8% | +4.5% |
| 3M | +3.2% | -11.2% | +14.4% | +7.1% |
| 6M | +10.2% | -21.8% | +32.1% | +19.7% |
| YTD | +18.9% | -17.0% | +35.9% | +25.9% |
| 1Y | +29.3% | -16.4% | +45.7% | +36.3% |
| 3Y | +76.8% | +14.5% | +62.3% | +63.2% |
| 5Y | +61.2% | +41.7% | +19.5% | +35.0% |
| 10Y | +163.3% | +200.0% | -36.7% | +51.2% |
| All | +173.7% | +360.8% | -187.2% | +6.9% |
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