+140.3%
VMC vs MLM
+167.5%
-27.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +0.4% |
| 7D | +0.3% | -3.8% | +4.1% | +3.8% |
| 30D | +18.6% | +11.0% | +7.6% | +8.3% |
| 3M | +2.0% | -3.1% | +5.1% | +4.9% |
| 6M | +2.6% | -9.8% | +12.4% | +12.0% |
| YTD | +2.3% | -14.4% | +16.6% | +16.7% |
| 1Y | +1.7% | -12.6% | +14.2% | +14.0% |
| 3Y | +41.7% | +19.7% | +22.0% | +20.5% |
| 5Y | +46.6% | +29.8% | +16.9% | +15.4% |
| 10Y | +140.3% | +153.5% | -13.3% | -1.4% |
| All | +140.3% | +167.5% | -27.2% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling