+1,250.4%
VUG vs MLM
+1,350.8%
-100.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -0.1% | -2.9% | +2.8% | +0.9% |
| 30D | -0.3% | -6.8% | +6.5% | +2.0% |
| 3M | -0.7% | -11.2% | +10.5% | +2.8% |
| 6M | +14.6% | -21.8% | +36.5% | +23.7% |
| YTD | +9.0% | -17.0% | +26.0% | +14.8% |
| 1Y | +14.9% | -16.4% | +31.2% | +20.4% |
| 3Y | +86.0% | +14.5% | +71.6% | +73.0% |
| 5Y | +76.7% | +41.7% | +34.9% | +51.9% |
| 10Y | +411.3% | +200.0% | +211.3% | +218.4% |
| All | +1,250.4% | +1,350.8% | -100.4% | +343.7% |
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