+101.8%
VWO vs MLM
+167.5%
-65.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.7% |
| 7D | +1.6% | -3.8% | +5.5% | +2.7% |
| 30D | -5.3% | +11.0% | -16.3% | -8.0% |
| 3M | -6.2% | -3.1% | -3.2% | -5.6% |
| 6M | -6.2% | -9.8% | +3.6% | -4.2% |
| YTD | +5.6% | -14.4% | +20.0% | +9.1% |
| 1Y | +6.2% | -12.6% | +18.7% | +8.9% |
| 3Y | +57.5% | +19.7% | +37.8% | +46.2% |
| 5Y | +28.0% | +29.8% | -1.7% | +14.1% |
| 10Y | +101.8% | +153.5% | -51.8% | +40.3% |
| All | +101.8% | +167.5% | -65.7% | +40.3% |
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