+111.0%
VWO vs MLM
+204.6%
-93.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.9% | +1.4% | -0.5% | +0.5% |
| 30D | +1.3% | -6.5% | +7.8% | +3.0% |
| 3M | +5.1% | -7.4% | +12.5% | +6.8% |
| 6M | +12.5% | -15.8% | +28.4% | +17.2% |
| YTD | +14.0% | -17.4% | +31.5% | +18.9% |
| 1Y | +19.7% | -17.9% | +37.6% | +24.9% |
| 3Y | +66.8% | +18.9% | +47.9% | +55.4% |
| 5Y | +36.2% | +43.4% | -7.2% | +18.6% |
| 10Y | +111.0% | +206.2% | -95.2% | +45.0% |
| All | +111.0% | +204.6% | -93.5% | +45.0% |
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