+59.8%
VTI vs MLM
+23.5%
+36.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.1% |
| 7D | -2.6% | -4.1% | +1.5% | -0.9% |
| 30D | -5.0% | +8.2% | -13.2% | -8.2% |
| 3M | -4.3% | -3.6% | -0.7% | -3.2% |
| 6M | +0.6% | -15.6% | +16.1% | +6.8% |
| YTD | +8.9% | -16.4% | +25.3% | +15.1% |
| 1Y | +11.1% | -14.3% | +25.5% | +16.1% |
| 3Y | +74.5% | +19.3% | +55.2% | +51.2% |
| All | +59.8% | +23.5% | +36.3% | +30.6% |
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