+36.2%
VFC vs MLM
+20.9%
+15.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.2% | +0.8% |
| 7D | +10.9% | -1.2% | +12.1% | +11.8% |
| 30D | +40.6% | +7.9% | +32.7% | +33.0% |
| 3M | +34.4% | -4.5% | +38.9% | +38.8% |
| 6M | +12.3% | -12.6% | +24.9% | +23.5% |
| YTD | +14.4% | -14.9% | +29.2% | +26.5% |
| 1Y | +40.6% | -13.1% | +53.7% | +53.2% |
| All | +36.2% | +20.9% | +15.2% | +18.7% |
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