+47.9%
MKL vs VT
+53.4%
-5.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +3.7% | -2.3% | +6.0% | +5.1% |
| 30D | +12.2% | -5.0% | +17.2% | +15.4% |
| 3M | +3.6% | -4.9% | +8.5% | +6.5% |
| 6M | +8.6% | -1.5% | +10.1% | +8.8% |
| YTD | -9.8% | +8.5% | -18.3% | -15.4% |
| 1Y | -3.5% | +11.4% | -14.9% | -11.1% |
| 3Y | +45.2% | +70.1% | -24.8% | +0.3% |
| All | +47.9% | +53.4% | -5.5% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling