+387.8%
VUG vs MLM
+185.4%
+202.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.5% |
| 7D | -3.4% | -4.1% | +0.7% | -2.0% |
| 30D | -11.1% | +8.2% | -19.3% | -13.7% |
| 3M | -7.2% | -3.6% | -3.7% | -6.4% |
| 6M | -4.1% | -15.6% | +11.4% | +0.7% |
| YTD | +1.4% | -16.4% | +17.8% | +6.3% |
| 1Y | +1.9% | -14.3% | +16.3% | +5.9% |
| 3Y | +77.7% | +19.3% | +58.4% | +61.7% |
| 5Y | +57.6% | +29.6% | +28.0% | +37.2% |
| All | +387.8% | +185.4% | +202.4% | +226.8% |
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