-28.7%
MLCI vs VT
+21.4%
-50.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | -2.1% | +1.0% | -3.1% | -3.0% |
| 30D | +7.3% | -0.2% | +7.5% | +7.5% |
| 3M | +18.6% | +4.5% | +14.1% | +13.9% |
| 6M | -33.8% | +14.1% | -47.9% | -41.6% |
| YTD | -59.9% | +14.8% | -74.7% | -64.6% |
| 1Y | -28.7% | +21.2% | -49.9% | -51.1% |
| All | -28.7% | +21.4% | -50.1% | -51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling