+665.1%
MLR vs VT
+363.9%
+301.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.9% |
| 30D | -4.1% | -1.4% | -2.7% | -3.1% |
| 3M | +2.8% | -1.4% | +4.2% | +3.9% |
| 6M | +10.3% | +5.5% | +4.8% | +5.8% |
| YTD | +41.2% | +12.8% | +28.3% | +28.4% |
| 1Y | +34.9% | +15.4% | +19.5% | +20.7% |
| 3Y | +47.1% | +76.9% | -29.8% | -2.8% |
| 5Y | +57.1% | +60.4% | -3.3% | +10.3% |
| 10Y | +199.3% | +232.8% | -33.5% | +24.2% |
| All | +665.1% | +363.9% | +301.2% | +141.6% |
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 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