+292.0%
MAKO vs VT
+224.4%
+67.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.8% |
| 7D | -0.6% | -0.7% | +0.1% | -0.2% |
| 30D | -14.7% | -1.7% | -12.9% | -13.5% |
| 3M | -20.7% | -2.3% | -18.4% | -19.3% |
| 6M | -5.5% | +1.5% | -7.1% | -5.6% |
| YTD | +35.2% | +12.0% | +23.1% | +28.0% |
| 1Y | +43.9% | +12.9% | +31.0% | +35.7% |
| 3Y | +444.4% | +74.9% | +369.5% | +302.7% |
| 5Y | +130.6% | +59.9% | +70.7% | +76.5% |
| 10Y | +292.0% | +224.6% | +67.4% | +139.4% |
| All | +292.0% | +224.4% | +67.6% | +139.4% |
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