+55.3%
MMTM vs VT
+69.4%
-14.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -1.0% | -0.4% |
| 7D | -7.3% | -4.2% | -3.2% | -2.7% |
| 30D | -10.3% | -5.8% | -4.5% | -4.0% |
| 3M | -9.0% | -5.2% | -3.7% | -3.2% |
| 6M | -9.6% | +0.1% | -9.7% | -10.0% |
| YTD | -3.4% | +8.2% | -11.6% | -12.4% |
| 1Y | -3.2% | +10.1% | -13.3% | -14.0% |
| All | +55.3% | +69.4% | -14.1% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling