+3.1%
MAMB vs VT
+78.9%
-75.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.6% | +2.9% | -4.5% | -2.0% |
| 30D | +0.6% | -2.5% | +3.1% | +0.9% |
| 3M | -2.1% | -3.3% | +1.2% | -1.7% |
| 6M | -2.8% | +1.5% | -4.3% | -3.1% |
| YTD | -1.0% | +11.4% | -12.3% | -2.6% |
| 1Y | -0.9% | +11.9% | -12.9% | -2.7% |
| 3Y | +18.5% | +73.9% | -55.3% | +8.6% |
| 5Y | +0.3% | +57.9% | -57.6% | -7.6% |
| All | +3.1% | +78.9% | -75.7% | -7.3% |
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