-31.8%
VTRS vs MLM
+149.0%
-180.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +10.2% | -2.9% | +13.1% | +11.3% |
| 30D | +18.2% | +10.4% | +7.8% | +13.7% |
| 3M | +29.0% | -3.7% | +32.8% | +30.5% |
| 6M | +23.2% | -10.3% | +33.5% | +27.4% |
| YTD | +71.4% | -14.8% | +86.2% | +79.7% |
| 1Y | +112.3% | -13.9% | +126.2% | +121.6% |
| 3Y | +157.1% | +18.4% | +138.7% | +133.7% |
| 5Y | +77.0% | +31.8% | +45.2% | +50.9% |
| 10Y | -31.8% | +143.4% | -175.2% | -57.9% |
| All | -31.8% | +149.0% | -180.8% | -57.9% |
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 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