-99.9%
MLEC vs VT
+53.2%
-153.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +2.1% |
| 7D | -38.0% | -4.2% | -33.8% | -36.7% |
| 30D | -82.4% | -5.8% | -76.6% | -81.9% |
| 3M | -88.0% | -5.2% | -82.8% | -87.7% |
| 6M | -91.1% | +0.1% | -91.2% | -91.2% |
| YTD | -77.8% | +8.2% | -86.0% | -78.8% |
| 1Y | -90.2% | +10.1% | -100.4% | -90.8% |
| 3Y | -99.8% | +69.7% | -169.5% | -99.9% |
| 5Y | -99.9% | +53.4% | -153.3% | -100.0% |
| All | -99.9% | +53.2% | -153.1% | -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