+1,112.0%
VST vs MLM
+185.4%
+926.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.4% | +11.3% |
| 7D | -9.8% | -4.1% | -5.7% | -8.5% |
| 30D | -25.1% | +8.2% | -33.3% | -27.9% |
| 3M | -11.6% | -3.6% | -8.0% | -10.8% |
| 6M | -20.9% | -15.6% | -5.4% | -16.3% |
| YTD | -22.3% | -16.4% | -5.9% | -17.7% |
| 1Y | -32.0% | -14.3% | -17.7% | -28.7% |
| 3Y | +262.4% | +19.3% | +243.1% | +236.0% |
| 5Y | +563.4% | +29.6% | +533.8% | +484.5% |
| All | +1,112.0% | +185.4% | +926.6% | +704.4% |
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 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