-55.3%
MLCI vs VT
+66.2%
-121.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +9.9% | +1.0% | +8.9% | +9.5% |
| 3M | +9.9% | +2.4% | +7.5% | +8.8% |
| 6M | -36.1% | +12.0% | -48.1% | -38.9% |
| YTD | -60.2% | +15.3% | -75.5% | -62.3% |
| 1Y | -28.7% | +22.6% | -51.3% | -33.9% |
| 3Y | -24.0% | +74.7% | -98.6% | -37.3% |
| All | -55.3% | +66.2% | -121.5% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling