+72.9%
MLPA vs VT
+340.0%
-267.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +1.3% |
| 7D | -7.0% | -4.2% | -2.8% | -3.8% |
| 30D | -6.0% | -5.8% | -0.2% | -1.4% |
| 3M | -6.0% | -5.2% | -0.7% | -2.0% |
| 6M | -3.4% | +0.1% | -3.5% | -4.6% |
| YTD | +12.7% | +8.2% | +4.4% | +3.3% |
| 1Y | +15.2% | +10.1% | +5.1% | +3.9% |
| 3Y | +41.0% | +69.7% | -28.6% | -15.3% |
| 5Y | +102.5% | +53.4% | +49.1% | +31.9% |
| 10Y | +84.6% | +219.2% | -134.6% | -36.2% |
| All | +72.9% | +340.0% | -267.1% | -51.4% |
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