+234.5%
VTRS vs MLM
+2,961.7%
-2,727.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +3.3% | -2.9% | +6.2% | +4.3% |
| 30D | -3.6% | -6.8% | +3.2% | -1.4% |
| 3M | +7.0% | -11.2% | +18.2% | +10.8% |
| 6M | +17.5% | -21.8% | +39.3% | +26.6% |
| YTD | +38.8% | -17.0% | +55.8% | +46.3% |
| 1Y | +69.2% | -16.4% | +85.6% | +77.6% |
| 3Y | +77.5% | +14.5% | +63.0% | +66.0% |
| 5Y | +39.9% | +41.7% | -1.8% | +20.3% |
| 10Y | -47.1% | +200.0% | -247.2% | -66.0% |
| All | +234.5% | +2,961.7% | -2,727.2% | +11.9% |
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