-14.2%
MLM vs VCLT
-4.7%
-9.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | -0.9% | -2.3% | +1.4% | +2.5% |
| 30D | +9.0% | +0.8% | +8.3% | +7.7% |
| 3M | -5.6% | -2.7% | -2.9% | -1.6% |
| 6M | -10.7% | -4.3% | -6.4% | -4.3% |
| YTD | -17.2% | -4.3% | -12.8% | -10.8% |
| 1Y | -14.2% | -4.4% | -9.9% | -7.5% |
| All | -14.2% | -4.7% | -9.6% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling