+206.2%
MLM vs VCLT
+15.5%
+190.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | -6.5% | -0.6% | -6.0% | -6.2% |
| 3M | -7.4% | -2.2% | -5.2% | -6.3% |
| 6M | -15.8% | -2.9% | -12.9% | -14.4% |
| YTD | -17.4% | -2.1% | -15.4% | -16.4% |
| 1Y | -17.9% | -2.6% | -15.3% | -16.6% |
| 3Y | +18.9% | +12.5% | +6.4% | +12.7% |
| 5Y | +43.4% | -15.3% | +58.7% | +50.0% |
| 10Y | +206.2% | +16.6% | +189.6% | +247.6% |
| All | +206.2% | +15.5% | +190.6% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling