+21.8%
MFM vs VT
+215.5%
-193.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | -0.6% | -2.3% | +1.7% | +0.1% |
| 30D | +7.4% | -5.0% | +12.4% | +9.0% |
| 3M | -2.4% | -4.9% | +2.5% | -1.0% |
| 6M | -2.9% | -1.5% | -1.3% | -2.5% |
| YTD | +0.1% | +8.5% | -8.4% | -2.4% |
| 1Y | +2.0% | +11.4% | -9.4% | -1.4% |
| 3Y | +27.1% | +70.1% | -42.9% | +7.6% |
| 5Y | -7.9% | +53.7% | -61.7% | -20.1% |
| All | +21.8% | +215.5% | -193.7% | -22.7% |
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