+1,855.0%
VRT vs MLM
+178.4%
+1,676.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | -17.7% | -2.9% | -14.8% | -16.0% |
| 30D | -20.0% | +10.4% | -30.4% | -25.1% |
| 3M | -28.1% | -3.7% | -24.4% | -26.7% |
| 6M | -42.8% | -10.3% | -32.6% | -39.9% |
| YTD | +20.0% | -14.8% | +34.8% | +28.5% |
| 1Y | +3.5% | -13.9% | +17.4% | +10.3% |
| 3Y | +366.1% | +18.4% | +347.7% | +306.1% |
| 5Y | +632.2% | +31.8% | +600.4% | +499.2% |
| All | +1,855.0% | +178.4% | +1,676.6% | +920.7% |
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