-39.3%
VG vs MLM
-5.3%
-34.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.1% |
| 7D | +1.7% | -2.9% | +4.6% | +0.9% |
| 30D | +16.0% | -6.8% | +22.8% | +14.1% |
| 3M | +9.7% | -11.2% | +21.0% | +7.4% |
| 6M | +29.6% | -21.8% | +51.4% | +33.1% |
| YTD | +112.0% | -17.0% | +129.0% | +109.0% |
| 1Y | +12.8% | -16.4% | +29.2% | +10.2% |
| All | -39.3% | -5.3% | -34.1% | -52.9% |
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