+611.5%
VSH vs MLM
+2,961.7%
-2,350.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.9% |
| 7D | +4.1% | -2.9% | +7.0% | +5.6% |
| 30D | -4.2% | -6.8% | +2.7% | -0.8% |
| 3M | -50.0% | -11.2% | -38.7% | -47.4% |
| 6M | +80.2% | -21.8% | +102.0% | +101.4% |
| YTD | +121.1% | -17.0% | +138.1% | +138.1% |
| 1Y | +112.0% | -16.4% | +128.4% | +127.7% |
| 3Y | +22.5% | +14.5% | +8.0% | +13.1% |
| 5Y | +64.0% | +41.7% | +22.3% | +35.1% |
| 10Y | +170.4% | +200.0% | -29.7% | +48.5% |
| All | +611.5% | +2,961.7% | -2,350.2% | +54.3% |
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