+82.5%
VNQ vs MLM
+167.5%
-85.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.8% | +0.7% |
| 7D | +2.4% | -3.8% | +6.2% | +3.8% |
| 30D | +7.3% | +11.0% | -3.7% | +3.3% |
| 3M | -0.3% | -3.1% | +2.8% | +0.6% |
| 6M | +2.5% | -9.8% | +12.3% | +5.5% |
| YTD | +13.1% | -14.4% | +27.4% | +18.0% |
| 1Y | +11.9% | -12.6% | +24.5% | +15.8% |
| 3Y | +46.2% | +19.7% | +26.4% | +32.4% |
| 5Y | +7.4% | +29.8% | -22.4% | -7.5% |
| 10Y | +82.5% | +153.5% | -71.0% | +15.7% |
| All | +82.5% | +167.5% | -85.0% | +15.7% |
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