+93.1%
MBOX vs VT
+73.4%
+19.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +0.3% |
| 7D | +2.3% | -0.3% | +2.6% | +2.5% |
| 30D | +7.0% | -1.4% | +8.5% | +8.1% |
| 3M | +3.1% | -1.4% | +4.5% | +4.0% |
| 6M | +14.4% | +5.5% | +9.0% | +9.4% |
| YTD | +25.8% | +12.8% | +12.9% | +13.8% |
| 1Y | +29.0% | +15.4% | +13.6% | +14.6% |
| 3Y | +75.3% | +76.9% | -1.6% | +11.5% |
| 5Y | +83.3% | +60.4% | +22.9% | +23.1% |
| All | +93.1% | +73.4% | +19.8% | +21.5% |
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