-50.8%
MLP vs VT
+363.9%
-414.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +3.8% |
| 7D | +1.9% | -0.3% | +2.2% | +2.2% |
| 30D | -7.1% | -1.4% | -5.6% | -6.0% |
| 3M | -17.7% | -1.4% | -16.3% | -16.8% |
| 6M | -3.5% | +5.5% | -9.0% | -8.4% |
| YTD | -13.9% | +12.8% | -26.8% | -22.8% |
| 1Y | -2.5% | +15.4% | -18.0% | -14.1% |
| 3Y | -1.5% | +76.9% | -78.4% | -37.6% |
| 5Y | +40.5% | +60.4% | -19.9% | -6.3% |
| 10Y | +116.0% | +232.8% | -116.8% | -19.9% |
| All | -50.8% | +363.9% | -414.7% | -88.7% |
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