+20.8%
MMD vs VT
+214.8%
-194.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | +0.4% |
| 7D | +0.3% | -4.2% | +4.5% | +1.4% |
| 30D | +2.2% | -5.8% | +8.0% | +3.8% |
| 3M | -3.9% | -5.2% | +1.4% | -2.5% |
| 6M | -3.1% | +0.1% | -3.2% | -3.2% |
| YTD | -0.5% | +8.2% | -8.7% | -2.7% |
| 1Y | -1.3% | +10.1% | -11.5% | -4.0% |
| 3Y | +9.3% | +69.7% | -60.3% | -5.8% |
| 5Y | -15.0% | +53.4% | -68.3% | -25.0% |
| All | +20.8% | +214.8% | -194.0% | -15.1% |
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 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