-14.3%
MLM vs VCLT
-3.1%
-11.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | -4.1% | +0.3% | -4.4% | -4.5% |
| 30D | +8.2% | +3.7% | +4.5% | +2.5% |
| 3M | -3.6% | -1.0% | -2.6% | -2.1% |
| 6M | -15.6% | -3.4% | -12.2% | -10.8% |
| YTD | -16.4% | -2.6% | -13.8% | -12.3% |
| 1Y | -14.3% | -3.3% | -11.1% | -9.3% |
| All | -14.3% | -3.1% | -11.2% | -9.3% |
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 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