+503.8%
MLAB vs VT
+363.9%
+139.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.3% |
| 7D | -3.9% | -0.3% | -3.6% | -3.7% |
| 30D | -11.3% | -1.4% | -9.8% | -10.6% |
| 3M | +24.9% | -1.4% | +26.3% | +26.0% |
| 6M | +22.9% | +5.5% | +17.4% | +19.9% |
| YTD | +61.5% | +12.8% | +48.6% | +52.7% |
| 1Y | +72.2% | +15.4% | +56.8% | +61.3% |
| 3Y | +37.9% | +76.9% | -38.9% | +9.0% |
| 5Y | -58.6% | +60.4% | -119.0% | -66.0% |
| 10Y | +8.5% | +232.8% | -224.3% | -28.5% |
| All | +503.8% | +363.9% | +139.9% | +287.6% |
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