-38.3%
MATW vs VT
+356.1%
-394.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.1% | -1.6% | +4.7% | +4.6% |
| 30D | +1.9% | -2.5% | +4.4% | +4.1% |
| 3M | -29.2% | -1.3% | -27.9% | -28.6% |
| 6M | -29.9% | +3.1% | -33.0% | -32.3% |
| YTD | -22.5% | +10.9% | -33.5% | -30.0% |
| 1Y | -12.7% | +12.1% | -24.8% | -22.0% |
| 3Y | -39.3% | +73.9% | -113.2% | -63.2% |
| 5Y | -39.4% | +58.0% | -97.4% | -60.2% |
| 10Y | -56.6% | +225.5% | -282.0% | -84.2% |
| All | -38.3% | +356.1% | -394.4% | -83.3% |
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 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