+395.3%
VNQ vs MLM
+1,395.1%
-999.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | +1.9% | -4.1% | +6.0% | +3.8% |
| 30D | +7.9% | +8.2% | -0.2% | +4.0% |
| 3M | -1.5% | -3.6% | +2.1% | -0.3% |
| 6M | +0.3% | -15.6% | +15.9% | +7.0% |
| YTD | +11.3% | -16.4% | +27.7% | +18.4% |
| 1Y | +11.8% | -14.3% | +26.2% | +17.6% |
| 3Y | +40.8% | +19.3% | +21.5% | +24.7% |
| 5Y | +5.7% | +29.6% | -23.8% | -11.8% |
| 10Y | +80.9% | +189.9% | -109.1% | -8.2% |
| All | +395.3% | +1,395.1% | -999.8% | +11.1% |
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