+151.2%
MAKO vs VT
+53.4%
+97.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.6% |
| 7D | +7.3% | -2.3% | +9.7% | +9.7% |
| 30D | -8.8% | -5.0% | -3.9% | -4.2% |
| 3M | -7.2% | -4.9% | -2.3% | -2.3% |
| 6M | +1.3% | -1.5% | +2.8% | +4.1% |
| YTD | +38.6% | +8.5% | +30.1% | +32.4% |
| 1Y | +59.5% | +11.4% | +48.2% | +49.5% |
| 3Y | +482.6% | +70.1% | +412.5% | +296.0% |
| All | +151.2% | +53.4% | +97.8% | +85.4% |
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 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