+228.1%
MLPX vs VT
+293.3%
-65.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | +0.4% | +0.1% | 0.0% |
| 30D | +4.6% | +1.0% | +3.7% | +3.5% |
| 3M | +2.8% | +2.4% | +0.4% | -0.3% |
| 6M | +6.3% | +12.0% | -5.7% | -6.8% |
| YTD | +29.0% | +15.3% | +13.6% | +9.4% |
| 1Y | +30.0% | +22.6% | +7.4% | +3.1% |
| 3Y | +102.8% | +74.7% | +28.2% | +8.4% |
| 5Y | +180.4% | +66.1% | +114.3% | +56.4% |
| 10Y | +208.2% | +225.0% | -16.8% | -21.7% |
| All | +228.1% | +293.3% | -65.1% | -28.5% |
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