+297.7%
MLI vs VT
+53.2%
+244.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | -0.5% |
| 7D | -6.0% | -4.2% | -1.8% | -1.4% |
| 30D | -16.9% | -5.8% | -11.1% | -11.2% |
| 3M | -24.1% | -5.2% | -18.8% | -19.4% |
| 6M | -22.6% | +0.1% | -22.7% | -22.9% |
| YTD | -7.9% | +8.2% | -16.1% | -16.1% |
| 1Y | -1.8% | +10.1% | -11.9% | -12.3% |
| 3Y | +174.2% | +69.7% | +104.5% | +52.6% |
| 5Y | +297.7% | +53.4% | +244.4% | +150.3% |
| All | +297.7% | +53.2% | +244.6% | +150.3% |
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