+24.2%
VMC vs MLM
+15.1%
+9.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | -0.1% |
| 7D | -4.3% | -2.9% | -1.4% | -1.8% |
| 30D | -8.2% | -6.8% | -1.4% | -2.3% |
| 3M | -7.0% | -11.2% | +4.2% | +3.1% |
| 6M | -10.8% | -21.8% | +11.1% | +10.9% |
| YTD | -7.4% | -17.0% | +9.6% | +8.8% |
| 1Y | -9.5% | -16.4% | +6.9% | +5.6% |
| All | +24.2% | +15.1% | +9.0% | +8.2% |
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