-99.9%
MLEC vs VT
+81.7%
-181.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.8% |
| 7D | -43.7% | -0.3% | -43.4% | -43.6% |
| 30D | -82.5% | -1.4% | -81.1% | -82.4% |
| 3M | -88.2% | -1.4% | -86.8% | -88.2% |
| 6M | -91.9% | +5.5% | -97.3% | -92.1% |
| YTD | -77.8% | +12.8% | -90.6% | -79.1% |
| 1Y | -90.9% | +15.4% | -106.3% | -91.5% |
| 3Y | -99.8% | +76.9% | -176.7% | -99.9% |
| 5Y | -99.9% | +60.4% | -160.3% | -100.0% |
| All | -99.9% | +81.7% | -181.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling