-70.3%
MLCO vs VT
+223.7%
-294.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -4.3% |
| 7D | +8.5% | +0.4% | +8.1% | +8.0% |
| 30D | +5.7% | -2.6% | +8.3% | +9.3% |
| 3M | -19.0% | -3.2% | -15.8% | -15.4% |
| 6M | -16.8% | +0.9% | -17.7% | -18.6% |
| YTD | -41.0% | +11.3% | -52.3% | -49.6% |
| 1Y | -47.4% | +14.0% | -61.4% | -56.6% |
| 3Y | -38.9% | +75.8% | -114.7% | -72.1% |
| 5Y | -61.0% | +57.8% | -118.8% | -78.3% |
| 10Y | -70.3% | +219.8% | -290.1% | -92.1% |
| All | -70.3% | +223.7% | -294.0% | -92.1% |
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 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