-22.7%
MHK vs VT
+215.5%
-238.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.6% |
| 7D | +8.0% | -2.3% | +10.3% | +11.3% |
| 30D | +26.3% | -5.0% | +31.3% | +34.6% |
| 3M | +13.7% | -4.9% | +18.5% | +21.0% |
| 6M | +44.2% | -1.5% | +45.7% | +47.1% |
| YTD | +37.7% | +8.5% | +29.2% | +23.6% |
| 1Y | +40.8% | +11.4% | +29.5% | +22.0% |
| 3Y | +82.1% | +70.1% | +12.0% | -10.4% |
| 5Y | -15.0% | +53.7% | -68.7% | -51.1% |
| All | -22.7% | +215.5% | -238.2% | -81.0% |
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