-68.0%
VFC vs MLM
+199.9%
-267.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +1.7% |
| 7D | -1.6% | -2.9% | +1.3% | 0.0% |
| 30D | -11.6% | -6.8% | -4.8% | -8.2% |
| 3M | -18.1% | -11.2% | -6.9% | -12.6% |
| 6M | -27.4% | -21.8% | -5.5% | -17.1% |
| YTD | -24.8% | -17.0% | -7.8% | -17.3% |
| 1Y | -8.2% | -16.4% | +8.2% | +0.6% |
| 3Y | -29.1% | +14.5% | -43.6% | -34.7% |
| 5Y | -79.2% | +41.7% | -120.9% | -83.0% |
| All | -68.0% | +199.9% | -267.9% | -82.0% |
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