+9.9%
MLTX vs VT
+105.5%
-95.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.5% | +6.6% |
| 7D | -2.1% | -2.3% | +0.2% | -0.3% |
| 30D | +7.1% | -5.0% | +12.0% | +11.3% |
| 3M | -36.1% | -4.9% | -31.2% | -33.5% |
| 6M | -34.9% | -1.5% | -33.3% | -33.9% |
| YTD | -12.5% | +8.5% | -21.0% | -16.7% |
| 1Y | +12.1% | +11.4% | +0.7% | +5.0% |
| 3Y | -68.3% | +70.1% | -138.4% | -77.3% |
| 5Y | +16.5% | +53.7% | -37.3% | -15.2% |
| All | +9.9% | +105.5% | -95.6% | -26.9% |
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