+149.1%
MBI vs VT
+374.2%
-225.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.4% | +0.4% | -0.9% | -1.1% |
| 30D | -10.2% | +1.0% | -11.1% | -11.6% |
| 3M | -16.6% | +2.4% | -19.0% | -20.7% |
| 6M | -30.7% | +12.0% | -42.7% | -42.9% |
| YTD | -33.4% | +15.3% | -48.7% | -47.7% |
| 1Y | -39.8% | +22.6% | -62.4% | -57.1% |
| 3Y | +35.0% | +74.7% | -39.7% | -45.0% |
| 5Y | -0.4% | +66.1% | -66.6% | -55.8% |
| 10Y | +36.7% | +225.0% | -188.3% | -80.6% |
| All | +149.1% | +374.2% | -225.1% | -62.7% |
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