+751.4%
MLI vs VT
+214.8%
+536.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | +0.2% |
| 7D | -6.0% | -4.2% | -1.8% | -0.7% |
| 30D | -16.9% | -5.8% | -11.1% | -10.3% |
| 3M | -24.1% | -5.2% | -18.8% | -18.7% |
| 6M | -22.6% | +0.1% | -22.7% | -23.0% |
| YTD | -7.9% | +8.2% | -16.1% | -17.4% |
| 1Y | -1.8% | +10.1% | -11.9% | -13.8% |
| 3Y | +174.2% | +69.7% | +104.5% | +37.3% |
| 5Y | +297.7% | +53.4% | +244.4% | +128.4% |
| All | +751.4% | +214.8% | +536.6% | +113.9% |
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