+104.6%
VGT vs MLM
+25.7%
+78.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | +2.5% | -0.9% | +3.3% | +2.9% |
| 30D | -9.5% | +9.0% | -18.5% | -13.4% |
| 3M | -9.5% | -5.6% | -3.9% | -7.4% |
| 6M | -1.8% | -10.7% | +8.9% | +2.1% |
| YTD | +18.4% | -17.2% | +35.6% | +26.7% |
| 1Y | +18.7% | -14.2% | +33.0% | +24.4% |
| 3Y | +103.8% | +15.6% | +88.2% | +72.9% |
| All | +104.6% | +25.7% | +78.9% | +58.6% |
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 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