+1,481.1%
VTR vs MLM
+2,591.1%
-1,110.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -1.7% | -2.9% | +1.2% | -0.6% |
| 30D | -2.4% | -6.8% | +4.4% | +0.1% |
| 3M | +14.8% | -11.2% | +26.0% | +19.5% |
| 6M | +5.3% | -21.8% | +27.2% | +14.8% |
| YTD | +18.1% | -17.0% | +35.1% | +25.0% |
| 1Y | +36.7% | -16.4% | +53.1% | +43.8% |
| 3Y | +130.1% | +14.5% | +115.6% | +108.6% |
| 5Y | +89.5% | +41.7% | +47.8% | +54.2% |
| 10Y | +87.4% | +200.0% | -112.7% | +9.4% |
| All | +1,481.1% | +2,591.1% | -1,110.0% | +355.9% |
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