+153.5%
MLM vs VCLT
+20.2%
+133.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | -3.8% | +1.2% | -5.1% | -4.5% |
| 30D | +11.0% | +3.4% | +7.6% | +9.1% |
| 3M | -3.1% | -0.9% | -2.2% | -2.6% |
| 6M | -9.8% | -3.1% | -6.6% | -8.2% |
| YTD | -14.4% | -2.4% | -12.0% | -13.1% |
| 1Y | -12.6% | -2.7% | -9.9% | -11.1% |
| 3Y | +19.7% | +16.9% | +2.9% | +11.3% |
| 5Y | +29.8% | -17.0% | +46.7% | +37.8% |
| 10Y | +153.5% | +22.1% | +131.4% | +178.3% |
| All | +153.5% | +20.2% | +133.3% | +178.3% |
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