-27.7%
MLCI vs VT
+221.4%
-249.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -2.1% | +1.0% | -3.1% | -2.7% |
| 30D | +7.3% | -0.2% | +7.5% | +7.4% |
| 3M | +18.6% | +4.5% | +14.1% | +15.6% |
| 6M | -33.8% | +14.1% | -47.9% | -38.4% |
| YTD | -59.9% | +14.8% | -74.7% | -62.8% |
| 1Y | -28.7% | +21.2% | -49.9% | -35.8% |
| 3Y | -23.1% | +76.6% | -99.7% | -44.0% |
| 5Y | -55.1% | +66.6% | -121.7% | -66.5% |
| 10Y | -27.7% | +222.3% | -249.9% | -59.5% |
| All | -27.7% | +221.4% | -249.1% | -59.5% |
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