+616.2%
MIRM vs VT
+139.3%
+476.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -1.0% |
| 7D | -2.4% | -0.7% | -1.7% | -1.8% |
| 30D | +9.9% | -1.7% | +11.7% | +12.0% |
| 3M | -3.7% | -2.3% | -1.4% | -1.3% |
| 6M | -10.9% | +1.5% | -12.4% | -12.5% |
| YTD | +19.8% | +12.0% | +7.7% | +6.3% |
| 1Y | +32.7% | +12.9% | +19.8% | +16.9% |
| 3Y | +230.7% | +74.9% | +155.7% | +82.2% |
| 5Y | +492.8% | +59.9% | +432.9% | +260.1% |
| All | +616.2% | +139.3% | +476.9% | +188.0% |
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