+445.4%
VFC vs MLM
+2,961.7%
-2,516.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +1.9% |
| 7D | -1.6% | -2.9% | +1.3% | -0.5% |
| 30D | -11.6% | -6.8% | -4.8% | -9.2% |
| 3M | -18.1% | -11.2% | -6.9% | -14.2% |
| 6M | -27.4% | -21.8% | -5.5% | -20.2% |
| YTD | -24.8% | -17.0% | -7.8% | -19.4% |
| 1Y | -8.2% | -16.4% | +8.2% | -1.9% |
| 3Y | -29.1% | +14.5% | -43.6% | -32.7% |
| 5Y | -79.2% | +41.7% | -120.9% | -81.8% |
| 10Y | -68.1% | +200.0% | -268.1% | -79.2% |
| All | +445.4% | +2,961.7% | -2,516.3% | +83.9% |
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