-48.2%
VTRS vs MLM
+203.1%
-251.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | -3.5% | -2.7% | -0.7% | -2.4% |
| 30D | +2.1% | -8.3% | +10.4% | +5.4% |
| 3M | +2.6% | -12.0% | +14.6% | +7.2% |
| 6M | +17.8% | -17.6% | +35.4% | +25.9% |
| YTD | +35.7% | -18.9% | +54.5% | +45.3% |
| 1Y | +63.5% | -17.6% | +81.1% | +73.7% |
| 3Y | +85.1% | +16.8% | +68.3% | +68.9% |
| 5Y | +42.5% | +41.0% | +1.5% | +18.4% |
| 10Y | -48.2% | +209.3% | -257.5% | -71.0% |
| All | -48.2% | +203.1% | -251.3% | -71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling