+18.5%
MLM vs VCLT
+12.9%
+5.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.5% |
| 30D | -6.8% | -0.9% | -6.0% | -6.2% |
| 3M | -11.2% | -3.2% | -8.0% | -8.9% |
| 6M | -21.8% | -3.8% | -18.0% | -19.5% |
| YTD | -17.0% | -2.0% | -15.0% | -15.5% |
| 1Y | -16.4% | -0.8% | -15.6% | -15.5% |
| All | +18.5% | +12.9% | +5.6% | +5.5% |
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 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