+27.1%
MFM vs VT
+69.7%
-42.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | -0.6% | -2.3% | +1.7% | 0.0% |
| 30D | +7.4% | -5.0% | +12.4% | +8.7% |
| 3M | -2.4% | -4.9% | +2.5% | -1.3% |
| 6M | -2.9% | -1.5% | -1.3% | -2.5% |
| YTD | +0.1% | +8.5% | -8.4% | -1.7% |
| 1Y | +2.0% | +11.4% | -9.4% | -0.5% |
| 3Y | +27.1% | +70.1% | -42.9% | +0.7% |
| All | +27.1% | +69.7% | -42.6% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling