+78.7%
VNQ vs MLM
+138.2%
-59.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.3% |
| 7D | +0.8% | -0.9% | +1.6% | +1.1% |
| 30D | +6.8% | +9.0% | -2.2% | +3.4% |
| 3M | -1.3% | -5.6% | +4.3% | +0.5% |
| 6M | +2.4% | -10.7% | +13.1% | +5.7% |
| YTD | +12.1% | -17.2% | +29.3% | +18.4% |
| 1Y | +12.0% | -14.2% | +26.2% | +16.7% |
| 3Y | +44.8% | +15.6% | +29.2% | +32.7% |
| 5Y | +6.9% | +26.2% | -19.4% | -7.1% |
| All | +78.7% | +138.2% | -59.6% | +14.5% |
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