-16.3%
MHK vs VT
+57.0%
-73.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.9% |
| 7D | -2.1% | +2.4% | -4.4% | -5.1% |
| 30D | +22.8% | -1.5% | +24.4% | +24.9% |
| 3M | +5.9% | -4.1% | +10.1% | +11.9% |
| 6M | +50.5% | +0.6% | +50.0% | +49.2% |
| YTD | +34.8% | +11.0% | +23.8% | +16.6% |
| 1Y | +36.5% | +13.3% | +23.2% | +14.8% |
| 3Y | +85.1% | +73.4% | +11.7% | -14.7% |
| All | -16.3% | +57.0% | -73.3% | -55.1% |
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 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