-89.9%
MRLN vs VT
+32.1%
-122.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.6% | +11.5% | +11.5% |
| 7D | +5.3% | +0.4% | +4.9% | +5.6% |
| 30D | -20.6% | -2.6% | -18.0% | -17.8% |
| 3M | -77.6% | -3.2% | -74.4% | -76.7% |
| 6M | -87.9% | +0.9% | -88.9% | -87.7% |
| YTD | -90.7% | +11.3% | -102.0% | -91.0% |
| 1Y | -90.8% | +14.0% | -104.8% | -91.0% |
| All | -89.9% | +32.1% | -122.0% | -90.2% |
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