-60.4%
MLCO vs VT
+221.4%
-281.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | +1.0% | +1.0% | 0.0% | -0.3% |
| 30D | -7.2% | -0.2% | -7.0% | -7.0% |
| 3M | -13.9% | +4.5% | -18.5% | -19.5% |
| 6M | -8.2% | +14.1% | -22.3% | -24.0% |
| YTD | -32.4% | +14.8% | -47.1% | -44.4% |
| 1Y | -46.7% | +21.2% | -67.9% | -59.4% |
| 3Y | -49.6% | +76.6% | -126.1% | -76.9% |
| 5Y | -64.5% | +66.6% | -131.1% | -81.5% |
| 10Y | -60.4% | +222.3% | -282.7% | -88.7% |
| All | -60.4% | +221.4% | -281.9% | -88.7% |
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 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