+59.2%
MMD vs VT
+370.2%
-311.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | +6.2% | -1.4% | +7.7% | +6.6% |
| 3M | -3.5% | -1.4% | -2.1% | -3.2% |
| 6M | -1.2% | +5.5% | -6.7% | -2.4% |
| YTD | +0.1% | +12.8% | -12.7% | -2.6% |
| 1Y | -1.1% | +15.4% | -16.5% | -4.3% |
| 3Y | +10.0% | +76.9% | -66.9% | -3.3% |
| 5Y | -13.9% | +60.4% | -74.3% | -23.2% |
| 10Y | +21.4% | +232.8% | -211.4% | -5.7% |
| All | +59.2% | +370.2% | -311.0% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling