+1,678.9%
VRT vs MLM
+178.2%
+1,500.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -5.2% | -8.9% | -10.8% |
| 7D | -28.1% | -1.2% | -26.9% | -27.6% |
| 30D | -30.2% | +7.9% | -38.1% | -33.7% |
| 3M | -36.4% | -4.5% | -31.9% | -34.9% |
| 6M | -48.2% | -12.6% | -35.5% | -44.5% |
| YTD | +9.2% | -14.9% | +24.0% | +16.9% |
| 1Y | -7.2% | -13.1% | +5.8% | -1.8% |
| 3Y | +338.7% | +21.2% | +317.5% | +276.4% |
| 5Y | +542.8% | +32.0% | +510.8% | +425.3% |
| All | +1,678.9% | +178.2% | +1,500.7% | +828.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling