+49.9%
VG vs MLM
-14.6%
+64.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.2% | +1.2% | -7.8% |
| 7D | -22.0% | -1.2% | -20.8% | -22.4% |
| 30D | -14.7% | +7.9% | -22.7% | -9.1% |
| 3M | -7.1% | -4.5% | -2.6% | -9.7% |
| 6M | -11.2% | -12.6% | +1.5% | -14.9% |
| YTD | +69.8% | -14.9% | +84.7% | +62.1% |
| 1Y | +49.9% | -13.1% | +62.9% | +42.6% |
| All | +49.9% | -14.6% | +64.4% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling