+256.2%
MMT vs VT
+363.9%
-107.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | +2.9% | -1.4% | +4.3% | +3.4% |
| 3M | +0.5% | -1.4% | +1.9% | +0.9% |
| 6M | -1.4% | +5.5% | -6.8% | -3.4% |
| YTD | 0.0% | +12.8% | -12.8% | -4.6% |
| 1Y | +0.6% | +15.4% | -14.8% | -4.9% |
| 3Y | +29.9% | +76.9% | -46.9% | +4.3% |
| 5Y | +2.7% | +60.4% | -57.7% | -15.2% |
| 10Y | +76.5% | +232.8% | -156.3% | +11.3% |
| All | +256.2% | +363.9% | -107.7% | +92.1% |
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 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