+143.4%
MLM vs VCLT
+20.7%
+122.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | 0.0% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | +10.4% | +2.3% | +8.1% | +9.1% |
| 3M | -3.7% | -1.1% | -2.7% | -3.2% |
| 6M | -10.3% | -4.2% | -6.1% | -8.1% |
| YTD | -14.8% | -3.4% | -11.4% | -13.1% |
| 1Y | -13.9% | -3.8% | -10.1% | -11.9% |
| 3Y | +18.4% | +14.7% | +3.7% | +11.1% |
| 5Y | +31.8% | -16.7% | +48.5% | +39.8% |
| 10Y | +143.4% | +20.5% | +122.9% | +169.3% |
| All | +143.4% | +20.7% | +122.8% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling