-99.9%
MLEC vs VT
+53.4%
-153.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -39.3% | -2.3% | -37.0% | -38.6% |
| 30D | -82.3% | -5.0% | -77.4% | -81.9% |
| 3M | -87.5% | -4.9% | -82.7% | -87.3% |
| 6M | -90.5% | -1.5% | -88.9% | -90.5% |
| YTD | -77.8% | +8.5% | -86.3% | -78.8% |
| 1Y | -90.6% | +11.4% | -102.0% | -91.2% |
| 3Y | -99.8% | +70.1% | -169.9% | -99.8% |
| All | -99.9% | +53.4% | -153.3% | -100.0% |
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 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