-14.9%
MBC vs VT
+95.9%
-110.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.9% |
| 30D | -6.9% | +1.0% | -7.9% | -8.0% |
| 3M | +2.3% | +2.4% | -0.1% | -0.8% |
| 6M | -11.3% | +12.0% | -23.3% | -24.0% |
| YTD | -22.9% | +15.3% | -38.3% | -36.6% |
| 1Y | -34.8% | +22.6% | -57.4% | -50.9% |
| 3Y | -34.5% | +74.7% | -109.2% | -69.3% |
| All | -14.9% | +95.9% | -110.8% | -65.7% |
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