+22.3%
MBCE vs VT
+58.5%
-36.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.1% |
| 7D | +13.0% | +2.9% | +10.1% | +9.7% |
| 30D | -6.1% | -2.5% | -3.6% | -3.1% |
| 3M | -6.9% | -3.3% | -3.6% | -3.0% |
| 6M | -4.6% | +1.5% | -6.1% | -4.9% |
| YTD | -0.8% | +11.4% | -12.2% | -10.0% |
| 1Y | -1.5% | +11.9% | -13.5% | -11.1% |
| 3Y | +35.3% | +73.9% | -38.6% | -22.4% |
| 5Y | +22.3% | +57.9% | -35.5% | -20.8% |
| All | +22.3% | +58.5% | -36.2% | -20.8% |
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