+18.6%
VWO vs MLM
-18.7%
+37.3%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | +0.2% | -2.7% | +2.9% | +0.7% |
| 30D | +0.9% | -8.3% | +9.2% | +2.6% |
| 3M | +4.3% | -12.0% | +16.2% | +6.5% |
| 6M | +10.5% | -17.6% | +28.2% | +13.9% |
| YTD | +13.4% | -18.9% | +32.2% | +16.5% |
| 1Y | +18.6% | -17.6% | +36.2% | +20.7% |
| All | +18.6% | -18.7% | +37.3% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling