+91.8%
MKL vs VT
+222.7%
-131.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.4% | +0.4% | 0.0% | 0.0% |
| 30D | -2.7% | +1.0% | -3.7% | -3.6% |
| 3M | +2.7% | +2.4% | +0.3% | -0.1% |
| 6M | -10.5% | +12.0% | -22.5% | -20.0% |
| YTD | -15.0% | +15.3% | -30.4% | -26.4% |
| 1Y | -6.7% | +22.6% | -29.3% | -23.9% |
| 3Y | +22.6% | +74.7% | -52.1% | -29.8% |
| 5Y | +45.5% | +66.1% | -20.7% | -13.1% |
| All | +91.8% | +222.7% | -131.0% | -42.0% |
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