-18.7%
MITK vs VT
+66.2%
-84.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.5% | +0.4% | -1.9% | -2.0% |
| 30D | +8.4% | +1.0% | +7.4% | +7.4% |
| 3M | +16.6% | +2.4% | +14.3% | +13.7% |
| 6M | +22.3% | +12.0% | +10.2% | +6.5% |
| YTD | +76.0% | +15.3% | +60.7% | +48.5% |
| 1Y | +92.2% | +22.6% | +69.7% | +50.3% |
| 3Y | +63.6% | +74.7% | -11.1% | -17.2% |
| All | -18.7% | +66.2% | -84.8% | -55.8% |
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