+122.8%
MLP vs VT
+215.5%
-92.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.4% |
| 7D | +6.0% | -2.3% | +8.3% | +8.1% |
| 30D | -1.5% | -5.0% | +3.4% | +2.7% |
| 3M | -9.7% | -4.9% | -4.8% | -6.0% |
| 6M | -2.6% | -1.5% | -1.0% | -2.2% |
| YTD | -9.9% | +8.5% | -18.4% | -17.3% |
| 1Y | +3.5% | +11.4% | -7.9% | -7.2% |
| 3Y | +6.6% | +70.1% | -63.4% | -32.3% |
| 5Y | +45.5% | +53.7% | -8.3% | -0.3% |
| All | +122.8% | +215.5% | -92.8% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling