-5.1%
MB vs VT
+44.6%
-49.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -4.9% | -1.6% | -3.3% | -4.1% |
| 30D | -0.5% | -2.5% | +2.0% | +0.7% |
| 3M | +3.2% | -1.3% | +4.5% | +5.0% |
| 6M | -55.7% | +3.1% | -58.8% | -54.6% |
| YTD | -45.4% | +10.9% | -56.4% | -44.5% |
| 1Y | -55.3% | +12.1% | -67.4% | -54.5% |
| All | -5.1% | +44.6% | -49.7% | -10.7% |
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