+13.8%
VRT vs MLM
-11.4%
+25.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.4% | -15.2% | -13.2% |
| 7D | -15.4% | +9.1% | -24.5% | -16.9% |
| 30D | -19.0% | +14.6% | -33.6% | -21.2% |
| 3M | -23.8% | +0.3% | -24.1% | -23.7% |
| 6M | -37.9% | -7.5% | -30.4% | -36.3% |
| YTD | +27.0% | -10.2% | +37.2% | +12.2% |
| 1Y | +13.8% | -10.5% | +24.3% | +0.9% |
| All | +13.8% | -11.4% | +25.2% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling