+142.2%
VXUS vs MLM
+149.0%
-6.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +0.5% | -2.9% | +3.4% | +1.4% |
| 30D | -2.5% | +10.4% | -13.0% | -5.5% |
| 3M | -4.6% | -3.7% | -0.9% | -3.7% |
| 6M | -2.6% | -10.3% | +7.6% | -0.1% |
| YTD | +10.4% | -14.8% | +25.2% | +14.6% |
| 1Y | +12.9% | -13.9% | +26.7% | +16.8% |
| 3Y | +68.4% | +18.4% | +50.0% | +56.2% |
| 5Y | +47.7% | +31.8% | +15.9% | +30.1% |
| 10Y | +142.2% | +143.4% | -1.2% | +68.1% |
| All | +142.2% | +149.0% | -6.8% | +68.1% |
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