+63.8%
MMD vs VT
+380.7%
-316.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -0.4% | +1.0% | -1.4% | -0.6% |
| 3M | -1.4% | +2.4% | -3.8% | -2.0% |
| 6M | -2.6% | +12.0% | -14.6% | -5.0% |
| YTD | +3.1% | +15.3% | -12.3% | -0.2% |
| 1Y | +6.2% | +22.6% | -16.4% | +1.5% |
| 3Y | +0.5% | +74.7% | -74.1% | -11.4% |
| 5Y | -15.6% | +66.1% | -81.7% | -25.3% |
| 10Y | +20.0% | +225.0% | -205.0% | -7.0% |
| All | +63.8% | +380.7% | -316.8% | +19.0% |
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 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