+127.0%
VMC vs MLM
+140.0%
-13.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.3% |
| 7D | -1.7% | -2.0% | +0.3% | +0.1% |
| 30D | +15.3% | +9.5% | +5.7% | +6.6% |
| 3M | +0.3% | -4.7% | +5.0% | +4.7% |
| 6M | +0.9% | -10.7% | +11.6% | +11.1% |
| YTD | -1.0% | -16.6% | +15.5% | +15.6% |
| 1Y | -4.3% | -15.4% | +11.1% | +10.4% |
| 3Y | +35.3% | +15.9% | +19.4% | +18.4% |
| 5Y | +44.4% | +27.1% | +17.2% | +15.6% |
| All | +127.0% | +140.0% | -13.0% | -2.3% |
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