+231.0%
MBWM vs VT
+231.8%
-0.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.3% |
| 7D | +2.0% | -0.3% | +2.3% | +2.3% |
| 30D | +4.2% | -1.4% | +5.6% | +5.6% |
| 3M | +0.1% | -1.4% | +1.4% | +1.3% |
| 6M | +22.2% | +5.5% | +16.7% | +14.8% |
| YTD | +30.8% | +12.8% | +17.9% | +13.9% |
| 1Y | +43.9% | +15.4% | +28.4% | +22.3% |
| 3Y | +95.7% | +76.9% | +18.9% | +6.8% |
| 5Y | +104.3% | +60.4% | +43.9% | +22.8% |
| 10Y | +231.0% | +232.8% | -1.8% | -17.8% |
| All | +231.0% | +231.8% | -0.8% | -17.8% |
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 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