+33.6%
MLPD vs VT
+48.3%
-14.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.7% | -1.6% | +0.9% | -0.1% |
| 30D | +2.8% | -2.5% | +5.3% | +3.7% |
| 3M | +3.3% | -1.3% | +4.6% | +3.7% |
| 6M | +3.9% | +3.1% | +0.8% | +2.2% |
| YTD | +9.2% | +10.9% | -1.7% | +3.8% |
| 1Y | +15.2% | +12.1% | +3.1% | +8.8% |
| All | +33.6% | +48.3% | -14.7% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling