+392.5%
VNQ vs MLM
+1,385.4%
-992.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | -1.3% | -2.9% | +1.7% | 0.0% |
| 30D | -2.9% | -6.8% | +3.9% | 0.0% |
| 3M | +0.8% | -11.2% | +12.0% | +5.5% |
| 6M | +2.5% | -21.8% | +24.3% | +13.3% |
| YTD | +10.6% | -17.0% | +27.6% | +18.4% |
| 1Y | +9.1% | -16.4% | +25.4% | +16.0% |
| 3Y | +31.0% | +14.5% | +16.6% | +18.1% |
| 5Y | +4.9% | +41.7% | -36.8% | -16.2% |
| 10Y | +59.5% | +200.0% | -140.6% | -20.6% |
| All | +392.5% | +1,385.4% | -992.9% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling