+23.6%
VRT vs MLM
-16.0%
+39.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | +10.5% | -0.9% | +11.4% | +10.8% |
| 30D | -9.3% | +9.0% | -18.3% | -10.8% |
| 3M | -29.6% | -5.6% | -24.0% | -28.4% |
| 6M | -45.4% | -10.7% | -34.7% | -43.6% |
| YTD | +24.8% | -17.2% | +42.0% | +10.5% |
| 1Y | +23.6% | -14.2% | +37.8% | +6.3% |
| All | +23.6% | -16.0% | +39.6% | +6.3% |
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