+759.9%
MLI vs VT
+215.5%
+544.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.7% |
| 7D | -2.9% | -2.3% | -0.6% | 0.0% |
| 30D | -12.1% | -5.0% | -7.1% | -6.1% |
| 3M | -23.5% | -4.9% | -18.7% | -18.5% |
| 6M | -23.5% | -1.5% | -21.9% | -22.2% |
| YTD | -6.9% | +8.5% | -15.4% | -16.8% |
| 1Y | +0.6% | +11.4% | -10.8% | -13.1% |
| 3Y | +180.8% | +70.1% | +110.7% | +40.2% |
| 5Y | +301.7% | +53.7% | +248.0% | +130.0% |
| All | +759.9% | +215.5% | +544.3% | +115.4% |
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