-99.9%
MBRX vs VT
+223.7%
-323.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -4.5% |
| 7D | +4.1% | +0.4% | +3.7% | +2.8% |
| 30D | -2.0% | -2.6% | +0.6% | +2.5% |
| 3M | +5.6% | -3.2% | +8.8% | +10.2% |
| 6M | -82.5% | +0.9% | -83.4% | -83.0% |
| YTD | +161.6% | +11.3% | +150.3% | +118.7% |
| 1Y | -29.2% | +14.0% | -43.2% | -42.7% |
| 3Y | -95.7% | +75.8% | -171.5% | -97.8% |
| 5Y | -99.1% | +57.8% | -156.9% | -99.5% |
| 10Y | -99.9% | +219.8% | -319.7% | -100.0% |
| All | -99.9% | +223.7% | -323.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling