+73.4%
MLN vs VT
+374.2%
-300.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.5% | +0.4% | -2.0% | -1.5% |
| 30D | -2.3% | +1.0% | -3.2% | -2.3% |
| 3M | -2.5% | +2.4% | -4.9% | -2.6% |
| 6M | -1.7% | +12.0% | -13.7% | -2.0% |
| YTD | -0.6% | +15.3% | -15.9% | -0.9% |
| 1Y | +4.6% | +22.6% | -18.0% | +4.0% |
| 3Y | +9.5% | +74.7% | -65.1% | +8.1% |
| 5Y | -7.7% | +66.1% | -73.8% | -9.0% |
| 10Y | +11.0% | +225.0% | -214.0% | +9.3% |
| All | +73.4% | +374.2% | -300.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling