+60.4%
VT vs MLM
+40.7%
+19.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +0.8% |
| 7D | -0.3% | +9.1% | -9.4% | -3.5% |
| 30D | -1.4% | +14.6% | -16.1% | -6.5% |
| 3M | -1.4% | +0.3% | -1.7% | -1.8% |
| 6M | +5.5% | -7.5% | +12.9% | +7.7% |
| YTD | +12.8% | -10.2% | +23.1% | +15.8% |
| 1Y | +15.4% | -10.5% | +25.9% | +18.5% |
| 3Y | +76.9% | +27.8% | +49.0% | +51.8% |
| 5Y | +60.4% | +38.9% | +21.5% | +27.7% |
| All | +60.4% | +40.7% | +19.7% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling