-62.1%
MLAB vs VT
+53.2%
-115.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -0.2% |
| 7D | -10.3% | -4.2% | -6.1% | -5.2% |
| 30D | -12.3% | -5.8% | -6.5% | -5.2% |
| 3M | +16.4% | -5.2% | +21.6% | +25.1% |
| 6M | +15.2% | +0.1% | +15.1% | +15.0% |
| YTD | +52.7% | +8.2% | +44.4% | +38.0% |
| 1Y | +61.8% | +10.1% | +51.7% | +43.3% |
| 3Y | +30.4% | +69.7% | -39.2% | -26.9% |
| 5Y | -62.1% | +53.4% | -115.4% | -78.1% |
| All | -62.1% | +53.2% | -115.3% | -78.1% |
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