+614.8%
MIRM vs VT
+136.6%
+478.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.8% |
| 7D | +8.5% | -0.1% | +8.6% | +8.7% |
| 30D | +9.8% | -3.1% | +12.8% | +13.5% |
| 3M | -4.3% | -3.5% | -0.8% | -0.7% |
| 6M | -11.9% | +0.5% | -12.4% | -12.6% |
| YTD | +19.5% | +10.8% | +8.8% | +7.4% |
| 1Y | +35.4% | +11.9% | +23.6% | +20.5% |
| 3Y | +230.0% | +73.0% | +157.1% | +84.0% |
| 5Y | +493.8% | +58.6% | +435.2% | +263.6% |
| All | +614.8% | +136.6% | +478.1% | +190.9% |
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