+427.7%
DMLP vs VT
+215.5%
+212.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -4.8% | -2.3% | -2.5% | -3.5% |
| 30D | -2.2% | -5.0% | +2.7% | +0.7% |
| 3M | +9.9% | -4.9% | +14.8% | +13.0% |
| 6M | +13.9% | -1.5% | +15.5% | +14.3% |
| YTD | +39.5% | +8.5% | +31.0% | +30.8% |
| 1Y | +32.9% | +11.4% | +21.5% | +22.3% |
| 3Y | +37.7% | +70.1% | -32.4% | -5.6% |
| 5Y | +153.5% | +53.7% | +99.8% | +83.9% |
| All | +427.7% | +215.5% | +212.2% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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