-53.3%
MLP vs VT
+356.1%
-409.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -2.0% | -1.6% | -0.4% | -0.8% |
| 30D | -11.8% | -2.5% | -9.3% | -10.0% |
| 3M | -23.3% | -1.3% | -22.0% | -22.7% |
| 6M | -10.3% | +3.1% | -13.4% | -13.3% |
| YTD | -18.2% | +10.9% | -29.1% | -25.6% |
| 1Y | -10.6% | +12.1% | -22.6% | -19.3% |
| 3Y | -6.4% | +73.9% | -80.3% | -39.9% |
| 5Y | +33.1% | +58.0% | -24.8% | -10.1% |
| 10Y | +110.0% | +225.5% | -115.5% | -20.8% |
| All | -53.3% | +356.1% | -409.4% | -89.1% |
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