+71.3%
MLAB vs VT
+13.3%
+58.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | -2.9% | -1.6% | -1.3% | -0.8% |
| 30D | -5.3% | -2.5% | -2.8% | -2.1% |
| 3M | +20.3% | -1.3% | +21.6% | +22.6% |
| 6M | +21.8% | +3.1% | +18.7% | +17.3% |
| YTD | +60.6% | +10.9% | +49.6% | +39.3% |
| All | +71.3% | +13.3% | +58.0% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling