+36.4%
VFC vs MLM
+18.7%
+17.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +1.5% |
| 7D | +11.2% | -4.1% | +15.3% | +14.6% |
| 30D | +41.5% | +8.2% | +33.3% | +33.7% |
| 3M | +38.9% | -3.6% | +42.5% | +42.5% |
| 6M | +6.1% | -15.6% | +21.7% | +19.5% |
| YTD | +14.5% | -16.4% | +31.0% | +28.4% |
| 1Y | +46.0% | -14.3% | +60.3% | +60.7% |
| 3Y | +36.4% | +19.3% | +17.1% | +20.5% |
| All | +36.4% | +18.7% | +17.7% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling