+49.0%
MAC vs VT
+60.6%
-11.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +2.2% |
| 7D | +8.6% | -0.3% | +8.9% | +9.1% |
| 30D | +13.2% | -1.4% | +14.7% | +15.6% |
| 3M | +1.9% | -1.4% | +3.3% | +3.7% |
| 6M | +22.2% | +5.5% | +16.7% | +11.2% |
| YTD | +43.6% | +12.8% | +30.8% | +17.0% |
| 1Y | +51.2% | +15.4% | +35.7% | +18.6% |
| 3Y | +159.9% | +76.9% | +83.0% | +4.6% |
| 5Y | +49.0% | +60.4% | -11.4% | -24.5% |
| All | +49.0% | +60.6% | -11.5% | -24.5% |
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