+181.2%
MLM vs VCLT
+18.4%
+162.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | -4.1% | +0.3% | -4.4% | -4.3% |
| 30D | +8.2% | +3.7% | +4.5% | +6.3% |
| 3M | -3.6% | -1.0% | -2.6% | -3.1% |
| 6M | -15.6% | -3.4% | -12.2% | -14.0% |
| YTD | -16.4% | -2.6% | -13.8% | -15.1% |
| 1Y | -14.3% | -3.3% | -11.1% | -12.7% |
| 3Y | +19.3% | +17.3% | +2.0% | +11.2% |
| 5Y | +29.6% | -17.0% | +46.6% | +36.5% |
| All | +181.2% | +18.4% | +162.9% | +217.7% |
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