-2.3%
MVLL vs VT
+31.5%
-33.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.8% | -4.1% | -28.7% | -10.1% |
| 7D | -65.7% | -4.2% | -61.5% | -53.9% |
| 30D | -81.4% | -5.8% | -75.6% | -71.6% |
| 3M | -69.1% | -5.2% | -63.8% | -53.1% |
| 6M | -67.3% | +0.1% | -67.4% | -53.0% |
| YTD | +8.8% | +8.2% | +0.6% | +11.9% |
| 1Y | -15.1% | +10.1% | -25.2% | -17.6% |
| All | -2.3% | +31.5% | -33.7% | -50.5% |
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