+40.9%
VTRS vs MLM
+43.0%
-2.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -0.1% | +1.4% | -1.5% | -0.6% |
| 30D | +1.9% | -6.5% | +8.4% | +4.3% |
| 3M | +5.1% | -7.4% | +12.5% | +7.6% |
| 6M | +20.1% | -15.8% | +35.9% | +27.1% |
| YTD | +36.6% | -17.4% | +54.0% | +45.0% |
| 1Y | +64.1% | -17.9% | +82.0% | +74.2% |
| 3Y | +86.4% | +18.9% | +67.5% | +67.2% |
| 5Y | +40.9% | +43.4% | -2.6% | +14.6% |
| All | +40.9% | +43.0% | -2.1% | +14.6% |
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