+66.5%
VSH vs MLM
+41.9%
+24.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.7% |
| 7D | +4.1% | -2.9% | +7.0% | +5.9% |
| 30D | -4.2% | -6.8% | +2.7% | 0.0% |
| 3M | -50.0% | -11.2% | -38.7% | -46.8% |
| 6M | +80.2% | -21.8% | +102.0% | +107.2% |
| YTD | +121.1% | -17.0% | +138.1% | +140.9% |
| 1Y | +112.0% | -16.4% | +128.4% | +129.8% |
| 3Y | +22.5% | +14.5% | +8.0% | +8.5% |
| All | +66.5% | +41.9% | +24.5% | +26.6% |
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