-79.0%
MMLP vs VT
+215.5%
-294.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.1% |
| 7D | +2.8% | -2.3% | +5.1% | +4.7% |
| 30D | +9.4% | -5.0% | +14.4% | +14.2% |
| 3M | -20.0% | -4.9% | -15.2% | -16.8% |
| 6M | -15.2% | -1.5% | -13.7% | -15.0% |
| YTD | -21.6% | +8.5% | -30.1% | -28.3% |
| 1Y | -22.3% | +11.4% | -33.7% | -30.8% |
| 3Y | -21.4% | +70.1% | -91.5% | -53.6% |
| 5Y | -33.1% | +53.7% | -86.8% | -56.7% |
| All | -79.0% | +215.5% | -294.6% | -93.2% |
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