+10.5%
MAC vs VT
+356.1%
-345.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.4% | -1.6% | +4.0% | +4.7% |
| 30D | +7.3% | -2.5% | +9.8% | +11.1% |
| 3M | -3.6% | -1.3% | -2.3% | -2.2% |
| 6M | +16.7% | +3.1% | +13.6% | +10.4% |
| YTD | +37.2% | +10.9% | +26.3% | +16.5% |
| 1Y | +47.4% | +12.1% | +35.3% | +23.2% |
| 3Y | +148.3% | +73.9% | +74.4% | +13.8% |
| 5Y | +41.9% | +58.0% | -16.1% | -22.9% |
| 10Y | -36.9% | +225.5% | -262.4% | -87.0% |
| All | +10.5% | +356.1% | -345.6% | -86.9% |
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