+608.2%
MMT vs VT
+224.4%
+383.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.3% |
| 7D | +296.5% | -0.7% | +297.2% | +299.5% |
| 30D | +307.0% | -1.7% | +308.7% | +311.9% |
| 3M | +292.1% | -2.3% | +294.5% | +297.7% |
| 6M | +291.1% | +1.5% | +289.6% | +289.3% |
| YTD | +296.6% | +12.0% | +284.5% | +276.3% |
| 1Y | +294.7% | +12.9% | +281.9% | +273.2% |
| 3Y | +420.0% | +74.9% | +345.0% | +293.7% |
| 5Y | +303.5% | +59.9% | +243.6% | +217.5% |
| 10Y | +608.2% | +224.6% | +383.5% | +289.6% |
| All | +608.2% | +224.4% | +383.8% | +289.6% |
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