+1,740.6%
VRT vs MLM
+173.1%
+1,567.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.6% |
| 7D | -21.4% | -4.1% | -17.2% | -19.3% |
| 30D | -25.8% | +8.2% | -34.0% | -29.7% |
| 3M | -33.5% | -3.6% | -29.9% | -32.4% |
| 6M | -49.0% | -15.6% | -33.5% | -44.3% |
| YTD | +12.9% | -16.4% | +29.4% | +22.3% |
| 1Y | 0.0% | -14.3% | +14.4% | +6.7% |
| 3Y | +361.8% | +19.3% | +342.5% | +299.9% |
| 5Y | +565.1% | +29.6% | +535.6% | +449.5% |
| All | +1,740.6% | +173.1% | +1,567.5% | +871.5% |
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