+500.4%
MLAB vs VT
+356.1%
+144.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | -2.9% | -1.6% | -1.3% | -2.1% |
| 30D | -5.3% | -2.5% | -2.8% | -4.0% |
| 3M | +20.3% | -1.3% | +21.6% | +21.2% |
| 6M | +21.8% | +3.1% | +18.7% | +20.2% |
| YTD | +60.6% | +10.9% | +49.6% | +53.2% |
| 1Y | +71.7% | +12.1% | +59.6% | +63.1% |
| 3Y | +37.2% | +73.9% | -36.7% | +9.4% |
| 5Y | -58.5% | +58.0% | -116.5% | -65.7% |
| 10Y | +9.3% | +225.5% | -216.1% | -27.2% |
| All | +500.4% | +356.1% | +144.3% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling