+1,040.0%
MAKO vs VT
+74.2%
+965.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.9% |
| 7D | +3.7% | -0.1% | +3.9% | +3.9% |
| 30D | +6.3% | -0.7% | +7.0% | +7.3% |
| 3M | +42.3% | +4.0% | +38.3% | +37.0% |
| 6M | +35.7% | +12.3% | +23.4% | +22.2% |
| YTD | +76.9% | +14.0% | +62.9% | +57.7% |
| 1Y | +121.1% | +20.3% | +100.8% | +89.2% |
| All | +1,040.0% | +74.2% | +965.8% | +555.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling