-0.5%
MLCI vs VT
+223.7%
-224.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.0% |
| 7D | +5.0% | +0.4% | +4.6% | +4.7% |
| 30D | +14.7% | -2.6% | +17.3% | +16.2% |
| 3M | +19.6% | -3.2% | +22.8% | +21.6% |
| 6M | -7.9% | +0.9% | -8.9% | -8.7% |
| YTD | -55.3% | +11.3% | -66.6% | -58.0% |
| 1Y | -52.5% | +14.0% | -66.5% | -55.9% |
| 3Y | -4.3% | +75.8% | -80.2% | -30.7% |
| 5Y | -48.6% | +57.8% | -106.4% | -60.6% |
| 10Y | -0.5% | +219.8% | -220.3% | -47.4% |
| All | -0.5% | +223.7% | -224.2% | -47.4% |
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