+962.7%
VST vs MLM
+239.0%
+723.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.4% | -16.2% | -14.7% |
| 7D | -15.7% | +9.1% | -24.8% | -18.8% |
| 30D | -17.0% | +14.6% | -31.6% | -21.8% |
| 3M | -15.9% | +0.3% | -16.2% | -16.5% |
| 6M | -25.0% | -7.5% | -17.5% | -23.5% |
| YTD | -25.1% | -10.2% | -14.9% | -22.8% |
| 1Y | -34.9% | -10.5% | -24.4% | -32.8% |
| 3Y | +252.7% | +27.8% | +224.9% | +218.6% |
| 5Y | +582.3% | +38.9% | +543.4% | +485.7% |
| 10Y | +1,076.6% | +211.4% | +865.2% | +640.0% |
| All | +962.7% | +239.0% | +723.7% | +561.7% |
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