-27.6%
MLCI price history and return analytics
+229.8%
-257.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | 0.0% | -1.1% | +1.1% | +0.6% |
| 30D | +21.9% | -1.0% | +22.9% | +22.6% |
| 3M | +4.2% | +3.2% | +1.0% | +2.3% |
| 6M | -37.7% | +12.5% | -50.2% | -41.7% |
| YTD | -60.2% | +14.1% | -74.2% | -62.9% |
| 1Y | -29.3% | +18.9% | -48.2% | -35.7% |
| 3Y | -23.1% | +74.1% | -97.2% | -43.6% |
| 5Y | -55.7% | +66.9% | -122.6% | -67.0% |
| All | -27.6% | +229.8% | -257.4% | -59.2% |
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