-23.6%
MHK vs VT
+224.4%
-247.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | -1.0% |
| 7D | -0.5% | -0.7% | +0.2% | +0.3% |
| 30D | +30.0% | -1.7% | +31.7% | +32.5% |
| 3M | +11.6% | -2.3% | +13.9% | +14.7% |
| 6M | +51.1% | +1.5% | +49.6% | +48.0% |
| YTD | +39.6% | +12.0% | +27.6% | +20.0% |
| 1Y | +40.2% | +12.9% | +27.3% | +19.4% |
| 3Y | +89.2% | +74.9% | +14.2% | -10.4% |
| 5Y | -12.1% | +59.9% | -72.0% | -52.0% |
| 10Y | -23.6% | +224.6% | -248.2% | -82.4% |
| All | -23.6% | +224.4% | -247.9% | -82.4% |
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 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