-69.8%
MLCO vs VT
+224.4%
-294.1%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -4.1% |
| 7D | -6.6% | -0.7% | -5.9% | -6.0% |
| 30D | +4.3% | -1.7% | +6.0% | +6.6% |
| 3M | -20.7% | -2.3% | -18.4% | -18.3% |
| 6M | -17.1% | +1.5% | -18.7% | -19.7% |
| YTD | -41.9% | +12.0% | -53.9% | -50.8% |
| 1Y | -50.9% | +12.9% | -63.8% | -58.9% |
| 3Y | -38.5% | +74.9% | -113.4% | -71.7% |
| 5Y | -62.3% | +59.9% | -122.2% | -79.5% |
| 10Y | -69.8% | +224.6% | -294.4% | -92.0% |
| All | -69.8% | +224.4% | -294.1% | -92.0% |
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