+45.4%
MVLL vs VT
+37.0%
+8.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +1.7% | -16.0% | -23.6% |
| 7D | -62.4% | -0.3% | -62.1% | -61.7% |
| 30D | -69.1% | -1.4% | -67.7% | -65.4% |
| 3M | -57.4% | -1.4% | -56.0% | -51.2% |
| 6M | -48.1% | +5.5% | -53.6% | -46.8% |
| YTD | +61.9% | +12.8% | +49.1% | +24.5% |
| 1Y | +41.5% | +15.4% | +26.0% | +0.3% |
| All | +45.4% | +37.0% | +8.4% | -45.0% |
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