-55.4%
MLCI price history and return analytics
+63.7%
-119.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -0.9% | -2.0% | +1.1% | -0.1% |
| 30D | +14.0% | -1.4% | +15.5% | +14.7% |
| 3M | +9.4% | +4.7% | +4.7% | +7.4% |
| 6M | -37.8% | +11.4% | -49.2% | -40.4% |
| YTD | -59.9% | +13.1% | -73.0% | -61.8% |
| 1Y | -27.8% | +19.0% | -46.8% | -32.3% |
| 3Y | -23.1% | +73.9% | -97.1% | -36.5% |
| 5Y | -55.4% | +65.4% | -120.8% | -62.5% |
| All | -55.4% | +63.7% | -119.1% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling