+2,110.3%
VGT vs MLM
+1,358.0%
+752.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | +5.6% | -2.0% | +7.6% | +6.4% |
| 30D | -10.6% | +9.5% | -20.1% | -13.6% |
| 3M | -6.9% | -4.7% | -2.2% | -5.6% |
| 6M | +0.9% | -10.7% | +11.6% | +4.0% |
| YTD | +20.4% | -16.6% | +37.0% | +26.4% |
| 1Y | +17.4% | -15.4% | +32.8% | +22.6% |
| 3Y | +106.3% | +15.9% | +90.3% | +90.7% |
| 5Y | +107.9% | +27.1% | +80.7% | +84.7% |
| 10Y | +730.9% | +142.3% | +588.6% | +451.9% |
| All | +2,110.3% | +1,358.0% | +752.2% | +545.4% |
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