+128.3%
MHD vs VT
+345.0%
-216.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.1% |
| 7D | +0.1% | -4.2% | +4.3% | +1.0% |
| 30D | +6.3% | -5.8% | +12.1% | +7.7% |
| 3M | -5.1% | -5.2% | +0.2% | -3.9% |
| 6M | -5.4% | +0.1% | -5.6% | -5.5% |
| YTD | -3.0% | +8.2% | -11.2% | -4.8% |
| 1Y | -2.4% | +10.1% | -12.5% | -4.6% |
| 3Y | +22.0% | +69.7% | -47.6% | +7.8% |
| 5Y | -15.3% | +53.4% | -68.7% | -24.0% |
| 10Y | +7.0% | +219.2% | -212.2% | -19.1% |
| All | +128.3% | +345.0% | -216.7% | +48.4% |
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