+729.8%
VFC vs MLM
+3,039.4%
-2,309.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.2% | -1.0% |
| 7D | +10.9% | -1.2% | +12.1% | +11.4% |
| 30D | +40.6% | +7.9% | +32.7% | +36.7% |
| 3M | +34.4% | -4.5% | +38.9% | +36.8% |
| 6M | +12.3% | -12.6% | +24.9% | +18.3% |
| YTD | +14.4% | -14.9% | +29.2% | +21.4% |
| 1Y | +40.6% | -13.1% | +53.7% | +48.3% |
| 3Y | +40.1% | +21.2% | +18.9% | +31.0% |
| 5Y | -67.6% | +32.0% | -99.6% | -70.9% |
| 10Y | -45.9% | +195.3% | -241.3% | -64.5% |
| All | +729.8% | +3,039.4% | -2,309.6% | +177.1% |
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