-80.3%
MLCI price history and return analytics
+356.5%
-436.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | +0.6% | +2.4% | -1.8% | -1.7% |
| 30D | +11.1% | -1.5% | +12.6% | +12.5% |
| 3M | +17.4% | -4.1% | +21.5% | +22.0% |
| 6M | -0.4% | +0.6% | -1.0% | -1.8% |
| YTD | -56.5% | +11.0% | -67.6% | -61.3% |
| 1Y | -54.3% | +13.3% | -67.6% | -60.1% |
| 3Y | -5.5% | +73.4% | -78.9% | -48.2% |
| 5Y | -52.3% | +57.4% | -109.7% | -72.3% |
| 10Y | -1.7% | +221.7% | -223.4% | -77.6% |
| All | -80.3% | +356.5% | -436.8% | -97.2% |
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 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