-7.1%
MLCI vs VT
+69.7%
-76.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +2.1% | -2.3% | +4.4% | +3.1% |
| 30D | +11.9% | -5.0% | +16.9% | +14.6% |
| 3M | +16.4% | -4.9% | +21.2% | +19.1% |
| 6M | -17.2% | -1.5% | -15.7% | -16.9% |
| YTD | -56.8% | +8.5% | -65.3% | -58.7% |
| 1Y | -54.6% | +11.4% | -66.0% | -57.1% |
| 3Y | -7.1% | +70.1% | -77.1% | -31.7% |
| All | -7.1% | +69.7% | -76.8% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling