+25.7%
MLM vs VCLT
-16.9%
+42.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.8% |
| 3M | -3.6% | -1.0% | -2.6% | -3.0% |
| 6M | -15.6% | -3.4% | -12.2% | -13.6% |
| YTD | -16.4% | -2.6% | -13.8% | -14.8% |
| 1Y | -14.3% | -3.3% | -11.1% | -12.4% |
| 3Y | +19.3% | +17.3% | +2.0% | +9.3% |
| All | +25.7% | -16.9% | +42.6% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling