-67.6%
VFC vs MLM
+30.6%
-98.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.2% | +0.5% |
| 7D | +10.9% | -1.2% | +12.1% | +11.7% |
| 30D | +40.6% | +7.9% | +32.7% | +33.8% |
| 3M | +34.4% | -4.5% | +38.9% | +38.4% |
| 6M | +12.3% | -12.6% | +24.9% | +22.2% |
| YTD | +14.4% | -14.9% | +29.2% | +25.7% |
| 1Y | +40.6% | -13.1% | +53.7% | +52.6% |
| 3Y | +40.1% | +21.2% | +18.9% | +21.7% |
| 5Y | -67.6% | +32.0% | -99.6% | -74.2% |
| All | -67.6% | +30.6% | -98.2% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling