+5.7%
MMI vs VT
+217.6%
-211.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.3% | -6.2% |
| 7D | -13.3% | -0.1% | -13.2% | -13.4% |
| 30D | -12.8% | -3.1% | -9.8% | -10.0% |
| 3M | -19.1% | -3.5% | -15.6% | -16.1% |
| 6M | -18.4% | +0.5% | -18.9% | -19.7% |
| YTD | -8.2% | +10.8% | -18.9% | -19.6% |
| 1Y | -16.7% | +11.9% | -28.6% | -27.9% |
| 3Y | -13.3% | +73.0% | -86.3% | -54.6% |
| 5Y | -43.0% | +58.6% | -101.6% | -66.7% |
| 10Y | +5.7% | +219.2% | -213.4% | -69.7% |
| All | +5.7% | +217.6% | -211.9% | -69.7% |
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