+359.2%
VT vs MLM
+548.4%
-189.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.6% |
| 7D | -1.6% | +8.0% | -9.6% | -4.5% |
| 30D | -2.5% | +12.8% | -15.2% | -7.0% |
| 3M | -1.3% | +0.4% | -1.7% | -1.8% |
| 6M | +3.1% | -11.2% | +14.3% | +6.7% |
| YTD | +10.9% | -12.3% | +23.2% | +14.8% |
| 1Y | +12.1% | -11.7% | +23.8% | +15.6% |
| 3Y | +73.9% | +24.9% | +49.0% | +54.9% |
| 5Y | +58.0% | +37.4% | +20.6% | +33.4% |
| 10Y | +225.5% | +210.5% | +15.0% | +83.1% |
| All | +359.2% | +548.4% | -189.2% | +57.8% |
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