+492.8%
VSH vs MLM
+3,058.1%
-2,565.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.5% | +11.0% | +12.2% |
| 7D | +3.5% | -3.8% | +7.3% | +5.8% |
| 30D | -22.4% | +11.0% | -33.4% | -26.4% |
| 3M | -25.2% | -3.1% | -22.1% | -24.2% |
| 6M | -22.5% | -9.8% | -12.8% | -19.4% |
| YTD | +84.2% | -14.4% | +98.6% | +95.1% |
| 1Y | +87.1% | -12.6% | +99.6% | +96.4% |
| 3Y | +31.7% | +19.7% | +11.9% | +19.2% |
| 5Y | +42.6% | +29.8% | +12.8% | +22.5% |
| 10Y | +116.6% | +153.5% | -36.9% | +28.9% |
| All | +492.8% | +3,058.1% | -2,565.3% | +26.4% |
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