+329.3%
VWO vs MLM
+1,055.0%
-725.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | +1.1% | -2.9% | +4.0% | +2.2% |
| 30D | +2.4% | -6.8% | +9.2% | +5.2% |
| 3M | +2.0% | -11.2% | +13.2% | +6.2% |
| 6M | +10.7% | -21.8% | +32.5% | +21.0% |
| YTD | +14.4% | -17.0% | +31.4% | +21.6% |
| 1Y | +22.7% | -16.4% | +39.1% | +29.7% |
| 3Y | +64.2% | +14.5% | +49.7% | +49.2% |
| 5Y | +35.8% | +41.7% | -6.0% | +9.6% |
| 10Y | +114.7% | +200.0% | -85.3% | +10.2% |
| All | +329.3% | +1,055.0% | -725.7% | -3.7% |
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