+1,216.9%
VST vs MLM
+213.5%
+1,003.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.1% |
| 7D | +8.9% | -2.9% | +11.8% | +10.2% |
| 30D | +6.2% | -6.8% | +13.0% | +9.2% |
| 3M | -2.7% | -11.2% | +8.5% | +1.4% |
| 6M | -8.4% | -21.8% | +13.5% | +0.4% |
| YTD | -7.2% | -17.0% | +9.8% | -0.8% |
| 1Y | -20.9% | -16.4% | -4.5% | -16.0% |
| 3Y | +384.0% | +14.5% | +369.5% | +357.2% |
| 5Y | +757.1% | +41.7% | +715.3% | +635.5% |
| All | +1,216.9% | +213.5% | +1,003.3% | +750.3% |
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