-22.5%
MMLP vs VT
+75.0%
-97.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +6.2% | +0.4% | +5.8% | +6.0% |
| 30D | +1.5% | +1.0% | +0.5% | +1.0% |
| 3M | -5.3% | +2.4% | -7.7% | -6.6% |
| 6M | -18.4% | +12.0% | -30.4% | -23.4% |
| YTD | -7.9% | +15.3% | -23.2% | -15.3% |
| 1Y | -27.9% | +22.6% | -50.5% | -36.2% |
| All | -22.5% | +75.0% | -97.5% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling