+16.7%
MLAB vs VT
+224.4%
-207.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +0.6% |
| 7D | +10.3% | -0.7% | +11.0% | +11.1% |
| 30D | +8.7% | -1.7% | +10.4% | +10.6% |
| 3M | +25.3% | -2.3% | +27.6% | +28.4% |
| 6M | +35.7% | +1.5% | +34.2% | +33.9% |
| YTD | +78.1% | +12.0% | +66.1% | +60.3% |
| 1Y | +75.0% | +12.9% | +62.2% | +56.6% |
| 3Y | +66.8% | +74.9% | -8.1% | +5.2% |
| 5Y | -54.5% | +59.9% | -114.5% | -69.5% |
| 10Y | +16.7% | +224.6% | -207.9% | -68.5% |
| All | +16.7% | +224.4% | -207.7% | -68.5% |
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 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