+567.3%
VRT vs MLM
+23.5%
+543.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +5.0% |
| 7D | -21.4% | -4.1% | -17.2% | -18.6% |
| 30D | -25.8% | +8.2% | -34.0% | -31.0% |
| 3M | -33.5% | -3.6% | -29.9% | -32.1% |
| 6M | -49.0% | -15.6% | -33.5% | -42.6% |
| YTD | +12.9% | -16.4% | +29.4% | +24.3% |
| 1Y | 0.0% | -14.3% | +14.4% | +7.6% |
| 3Y | +361.8% | +19.3% | +342.5% | +244.9% |
| All | +567.3% | +23.5% | +543.8% | +336.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling