-76.5%
MMLP vs VT
+363.9%
-440.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.3% |
| 7D | -2.0% | -0.3% | -1.7% | -1.8% |
| 30D | -6.2% | -1.4% | -4.8% | -5.1% |
| 3M | -19.1% | -1.4% | -17.7% | -18.3% |
| 6M | -18.3% | +5.5% | -23.7% | -22.1% |
| YTD | -24.1% | +12.8% | -36.9% | -31.5% |
| 1Y | -22.8% | +15.4% | -38.2% | -31.7% |
| 3Y | -24.9% | +76.9% | -101.8% | -52.6% |
| 5Y | -33.1% | +60.4% | -93.5% | -54.9% |
| 10Y | -80.3% | +232.8% | -313.0% | -92.0% |
| All | -76.5% | +363.9% | -440.4% | -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 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