+18.4%
MLM vs VCLT
+14.6%
+3.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | +0.3% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | +10.4% | +2.3% | +8.1% | +8.5% |
| 3M | -3.7% | -1.1% | -2.7% | -2.9% |
| 6M | -10.3% | -4.2% | -6.1% | -7.2% |
| YTD | -14.8% | -3.4% | -11.4% | -12.3% |
| 1Y | -13.9% | -3.8% | -10.1% | -11.1% |
| 3Y | +18.4% | +14.7% | +3.7% | +9.2% |
| All | +18.4% | +14.6% | +3.8% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling