+3.0%
MLTX vs VT
+105.0%
-102.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.5% | -3.6% |
| 7D | -14.1% | -4.2% | -9.9% | -11.2% |
| 30D | -1.4% | -5.8% | +4.4% | +3.2% |
| 3M | -38.5% | -5.2% | -33.2% | -35.9% |
| 6M | -36.5% | +0.1% | -36.6% | -36.3% |
| YTD | -18.1% | +8.2% | -26.3% | -21.9% |
| 1Y | +2.0% | +10.1% | -8.1% | -3.8% |
| 3Y | -78.9% | +69.7% | -148.6% | -84.9% |
| 5Y | +9.1% | +53.4% | -44.3% | -20.4% |
| All | +3.0% | +105.0% | -102.0% | -31.4% |
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