+134.3%
MHD vs VT
+374.2%
-239.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -2.6% | +1.0% | -3.6% | -2.8% |
| 3M | -2.6% | +2.4% | -5.0% | -3.2% |
| 6M | -3.5% | +12.0% | -15.5% | -6.0% |
| YTD | -0.5% | +15.3% | -15.8% | -3.7% |
| 1Y | +6.9% | +22.6% | -15.7% | +1.9% |
| 3Y | +18.8% | +74.7% | -55.9% | +4.2% |
| 5Y | -14.2% | +66.1% | -80.4% | -24.4% |
| 10Y | +4.1% | +225.0% | -220.9% | -21.8% |
| All | +134.3% | +374.2% | -239.9% | +50.1% |
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