-55.7%
MLCI vs VOO
+82.8%
-138.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | +21.9% | -1.1% | +23.0% | +22.4% |
| 3M | +4.2% | +3.9% | +0.3% | +2.7% |
| 6M | -37.7% | +13.6% | -51.4% | -40.6% |
| YTD | -60.2% | +12.7% | -72.9% | -61.8% |
| 1Y | -29.3% | +17.6% | -46.9% | -33.2% |
| 3Y | -23.1% | +77.3% | -100.4% | -35.6% |
| All | -55.7% | +82.8% | -138.5% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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