+1,144.5%
VUG vs MLM
+1,387.6%
-243.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.2% | -0.3% | -3.7% |
| 7D | -7.1% | -1.2% | -5.9% | -6.7% |
| 30D | -12.1% | +7.9% | -20.0% | -14.5% |
| 3M | -8.1% | -4.5% | -3.7% | -7.0% |
| 6M | -3.2% | -12.6% | +9.4% | +0.4% |
| YTD | +0.5% | -14.9% | +15.3% | +4.6% |
| 1Y | -0.7% | -13.1% | +12.4% | +2.6% |
| 3Y | +77.1% | +21.2% | +55.9% | +61.5% |
| 5Y | +56.2% | +32.0% | +24.2% | +37.3% |
| 10Y | +394.1% | +195.3% | +198.7% | +209.1% |
| All | +1,144.5% | +1,387.6% | -243.1% | +304.4% |
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