-29.2%
MBC vs VT
+83.8%
-113.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.7% | -0.2% |
| 7D | -1.3% | -4.2% | +2.9% | +4.7% |
| 30D | -0.3% | -5.8% | +5.5% | +8.0% |
| 3M | -22.5% | -5.2% | -17.3% | -16.6% |
| 6M | -16.0% | +0.1% | -16.1% | -16.2% |
| YTD | -35.9% | +8.2% | -44.1% | -42.5% |
| 1Y | -34.5% | +10.1% | -44.6% | -42.7% |
| 3Y | -39.9% | +69.7% | -109.6% | -70.6% |
| All | -29.2% | +83.8% | -113.0% | -68.9% |
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