-99.4%
MCRB vs VT
+224.5%
-324.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +11.9% | +0.4% | +11.5% | +11.3% |
| 30D | +14.3% | +1.0% | +13.3% | +12.9% |
| 3M | -16.5% | +2.4% | -18.9% | -19.6% |
| 6M | -37.3% | +12.0% | -49.4% | -46.8% |
| YTD | -61.6% | +15.3% | -76.9% | -68.1% |
| 1Y | -69.6% | +22.6% | -92.2% | -77.0% |
| 3Y | -92.1% | +74.7% | -166.8% | -96.3% |
| 5Y | -95.7% | +66.1% | -161.9% | -97.8% |
| 10Y | -97.2% | +225.0% | -322.2% | -99.4% |
| All | -99.4% | +224.5% | -324.0% | -99.9% |
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