+22.6%
VT vs MLM
-15.9%
+38.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.3% |
| 7D | +0.4% | -2.9% | +3.4% | +1.0% |
| 30D | +1.0% | -6.8% | +7.8% | +2.4% |
| 3M | +2.4% | -11.2% | +13.6% | +4.5% |
| 6M | +12.0% | -21.8% | +33.8% | +16.9% |
| YTD | +15.3% | -17.0% | +32.3% | +18.1% |
| 1Y | +22.6% | -16.4% | +39.0% | +24.7% |
| All | +22.6% | -15.9% | +38.4% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling