-14.8%
MHK vs VT
+53.2%
-67.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +4.0% |
| 7D | +16.1% | -4.2% | +20.2% | +22.8% |
| 30D | +19.7% | -5.8% | +25.5% | +29.5% |
| 3M | +11.2% | -5.2% | +16.4% | +19.3% |
| 6M | +54.9% | +0.1% | +54.8% | +54.5% |
| YTD | +38.0% | +8.2% | +29.8% | +23.7% |
| 1Y | +36.6% | +10.1% | +26.4% | +19.5% |
| 3Y | +77.5% | +69.7% | +7.9% | -15.6% |
| 5Y | -14.8% | +53.4% | -68.1% | -52.7% |
| All | -14.8% | +53.2% | -67.9% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling