+100.5%
VSH vs MLM
+185.4%
-84.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.6% | +6.7% |
| 7D | -12.9% | -4.1% | -8.8% | -10.8% |
| 30D | -36.9% | +8.2% | -45.0% | -39.8% |
| 3M | -28.8% | -3.6% | -25.2% | -27.5% |
| 6M | -30.3% | -15.6% | -14.7% | -24.4% |
| YTD | +62.4% | -16.4% | +78.8% | +75.3% |
| 1Y | +62.5% | -14.3% | +76.9% | +73.1% |
| 3Y | +7.4% | +19.3% | -11.9% | -4.9% |
| 5Y | +25.4% | +29.6% | -4.2% | +3.9% |
| All | +100.5% | +185.4% | -84.9% | +7.9% |
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 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