+88.8%
MHF vs VT
+345.0%
-256.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.4% |
| 7D | -2.9% | -4.2% | +1.3% | -2.2% |
| 30D | +2.0% | -5.8% | +7.8% | +3.0% |
| 3M | -6.1% | -5.2% | -0.9% | -5.3% |
| 6M | -5.4% | +0.1% | -5.5% | -5.5% |
| YTD | -2.7% | +8.2% | -10.9% | -4.0% |
| 1Y | -2.6% | +10.1% | -12.7% | -4.2% |
| 3Y | +21.2% | +69.7% | -48.4% | +10.7% |
| 5Y | -3.3% | +53.4% | -56.7% | -10.6% |
| 10Y | +31.1% | +219.2% | -188.2% | +7.3% |
| All | +88.8% | +345.0% | -256.2% | +54.9% |
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 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