+59.1%
VNQ vs MLM
+204.6%
-145.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.4% | +1.4% | -1.8% | -0.9% |
| 30D | -2.5% | -6.5% | +4.0% | -0.3% |
| 3M | +1.4% | -7.4% | +8.8% | +3.6% |
| 6M | +4.6% | -15.8% | +20.4% | +10.3% |
| YTD | +10.5% | -17.4% | +28.0% | +16.9% |
| 1Y | +8.4% | -17.9% | +26.3% | +14.7% |
| 3Y | +32.4% | +18.9% | +13.6% | +20.4% |
| 5Y | +5.5% | +43.4% | -38.0% | -11.8% |
| 10Y | +59.1% | +206.2% | -147.1% | -2.2% |
| All | +59.1% | +204.6% | -145.5% | -2.2% |
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 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