-9.2%
MMLP vs VT
+75.6%
-84.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.1% | +8.7% | +9.3% |
| 7D | +14.0% | -0.7% | +14.7% | +14.3% |
| 30D | +15.8% | -1.7% | +17.5% | +16.6% |
| 3M | -4.8% | -2.3% | -2.5% | -3.9% |
| 6M | -11.4% | +1.5% | -12.9% | -12.5% |
| YTD | -13.5% | +12.0% | -25.5% | -19.7% |
| 1Y | -13.1% | +12.9% | -26.0% | -19.8% |
| All | -9.2% | +75.6% | -84.8% | -43.2% |
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 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