-20.8%
MEC vs VT
+140.5%
-161.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.5% | -4.1% | -14.4% | -13.5% |
| 7D | -13.6% | -4.2% | -9.5% | -8.3% |
| 30D | -20.7% | -5.8% | -14.9% | -13.8% |
| 3M | -48.8% | -5.2% | -43.6% | -44.7% |
| 6M | -42.6% | +0.1% | -42.8% | -41.8% |
| YTD | -30.3% | +8.2% | -38.5% | -35.3% |
| 1Y | -19.1% | +10.1% | -29.2% | -26.3% |
| 3Y | +7.6% | +69.7% | -62.1% | -42.4% |
| 5Y | -24.1% | +53.4% | -77.5% | -53.7% |
| All | -20.8% | +140.5% | -161.2% | -73.9% |
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 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