+62.5%
VUG vs MLM
+27.9%
+34.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +1.7% |
| 7D | +0.5% | -3.8% | +4.3% | +2.3% |
| 30D | -8.2% | +11.0% | -19.2% | -12.7% |
| 3M | -5.4% | -3.1% | -2.4% | -4.5% |
| 6M | -2.5% | -9.8% | +7.2% | +0.9% |
| YTD | +4.2% | -14.4% | +18.6% | +9.5% |
| 1Y | +5.0% | -12.6% | +17.6% | +9.1% |
| 3Y | +81.7% | +19.7% | +62.0% | +52.1% |
| 5Y | +62.5% | +29.8% | +32.8% | +25.1% |
| All | +62.5% | +27.9% | +34.6% | +25.1% |
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