+258.5%
MMTM vs VT
+215.5%
+43.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | -4.5% | -2.3% | -2.2% | -2.3% |
| 30D | -9.6% | -5.0% | -4.6% | -4.8% |
| 3M | -7.8% | -4.9% | -2.9% | -3.0% |
| 6M | -9.7% | -1.5% | -8.2% | -8.4% |
| YTD | -2.7% | +8.5% | -11.2% | -10.3% |
| 1Y | -1.1% | +11.4% | -12.5% | -11.2% |
| 3Y | +56.4% | +70.1% | -13.7% | -6.1% |
| 5Y | +47.3% | +53.7% | -6.4% | -2.6% |
| All | +258.5% | +215.5% | +43.0% | +47.9% |
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