+18.6%
VSH vs MLM
+30.6%
-12.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -5.2% | -9.6% | -11.7% |
| 7D | -25.2% | -1.2% | -24.0% | -24.5% |
| 30D | -41.8% | +7.9% | -49.7% | -44.6% |
| 3M | -33.4% | -4.5% | -29.0% | -31.7% |
| 6M | -31.0% | -12.6% | -18.4% | -26.1% |
| YTD | +53.6% | -14.9% | +68.4% | +64.6% |
| 1Y | +46.3% | -13.1% | +59.4% | +54.7% |
| 3Y | -1.0% | +21.2% | -22.2% | -15.6% |
| 5Y | +18.6% | +32.0% | -13.4% | -7.1% |
| All | +18.6% | +30.6% | -12.0% | -7.1% |
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