-100.0%
MLGO price history and return analytics
+72.7%
-172.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.6% |
| 7D | -9.7% | +2.4% | -12.0% | -10.4% |
| 30D | -25.2% | -1.5% | -23.7% | -24.5% |
| 3M | -51.8% | -4.1% | -47.6% | -50.9% |
| 6M | -49.0% | +0.6% | -49.6% | -48.7% |
| YTD | -53.6% | +11.0% | -64.7% | -54.0% |
| 1Y | -72.6% | +13.3% | -86.0% | -72.8% |
| 3Y | -100.0% | +73.4% | -173.4% | -100.0% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| All | -100.0% | +72.7% | -172.7% | -100.0% |
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 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