-100.0%
MLGO vs VT
+68.4%
-168.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.1% | -8.5% | -11.0% |
| 7D | -12.9% | -4.2% | -8.7% | -11.3% |
| 30D | -25.6% | -5.8% | -19.8% | -23.7% |
| 3M | -42.9% | -5.2% | -37.7% | -41.6% |
| 6M | -43.1% | +0.1% | -43.2% | -42.4% |
| YTD | -48.0% | +8.2% | -56.2% | -47.9% |
| 1Y | -74.8% | +10.1% | -84.9% | -74.7% |
| 3Y | -100.0% | +69.7% | -169.7% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| All | -100.0% | +68.4% | -168.4% | -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