-42.4%
MBC vs VT
+69.7%
-112.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.4% |
| 7D | -7.4% | -2.3% | -5.1% | -4.3% |
| 30D | -3.0% | -5.0% | +1.9% | +3.8% |
| 3M | -25.3% | -4.9% | -20.5% | -20.0% |
| 6M | -12.7% | -1.5% | -11.2% | -10.7% |
| YTD | -39.1% | +8.5% | -47.6% | -45.7% |
| 1Y | -39.2% | +11.4% | -50.6% | -47.8% |
| 3Y | -42.4% | +70.1% | -112.5% | -75.7% |
| All | -42.4% | +69.7% | -112.2% | -75.7% |
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 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