+34.6%
VWO vs MLM
+41.9%
-7.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +1.1% | -2.9% | +4.0% | +1.8% |
| 30D | +2.4% | -6.8% | +9.2% | +4.2% |
| 3M | +2.0% | -11.2% | +13.2% | +4.7% |
| 6M | +10.7% | -21.8% | +32.5% | +17.4% |
| YTD | +14.4% | -17.0% | +31.4% | +19.0% |
| 1Y | +22.7% | -16.4% | +39.1% | +27.2% |
| 3Y | +64.2% | +14.5% | +49.7% | +53.0% |
| All | +34.6% | +41.9% | -7.3% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling