+160.2%
MLR vs VT
+215.5%
-55.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.6% |
| 7D | -8.9% | -2.3% | -6.6% | -6.7% |
| 30D | -12.7% | -5.0% | -7.7% | -8.5% |
| 3M | -14.5% | -4.9% | -9.7% | -10.5% |
| 6M | -4.4% | -1.5% | -2.9% | -2.9% |
| YTD | +25.6% | +8.5% | +17.1% | +17.1% |
| 1Y | +22.3% | +11.4% | +10.9% | +11.5% |
| 3Y | +31.2% | +70.1% | -38.8% | -14.3% |
| 5Y | +37.8% | +53.7% | -15.9% | -3.2% |
| All | +160.2% | +215.5% | -55.3% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling