+40.9%
VMC vs MLM
+20.9%
+20.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.2% | +1.1% | +0.6% |
| 7D | +1.9% | -1.2% | +3.1% | +3.0% |
| 30D | +14.7% | +7.9% | +6.8% | +7.2% |
| 3M | -0.3% | -4.5% | +4.2% | +3.9% |
| 6M | -1.7% | -12.6% | +11.0% | +10.7% |
| YTD | +0.7% | -14.9% | +15.5% | +15.8% |
| 1Y | +0.9% | -13.1% | +14.0% | +13.9% |
| All | +40.9% | +20.9% | +20.0% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling