+317.3%
VTRS vs MLM
+3,017.4%
-2,700.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +9.6% | -5.8% | +15.4% | +11.7% |
| 30D | +20.1% | +9.8% | +10.2% | +16.3% |
| 3M | +30.3% | -5.2% | +35.5% | +32.3% |
| 6M | +26.3% | -10.3% | +36.6% | +30.1% |
| YTD | +73.1% | -15.5% | +88.6% | +81.1% |
| 1Y | +94.7% | -15.0% | +109.7% | +103.2% |
| 3Y | +159.7% | +17.5% | +142.2% | +141.0% |
| 5Y | +79.7% | +30.5% | +49.2% | +58.7% |
| 10Y | -30.5% | +145.5% | -176.0% | -52.4% |
| All | +317.3% | +3,017.4% | -2,700.1% | +38.5% |
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