+523.7%
MMTM vs VT
+356.3%
+167.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.2% |
| 30D | -0.9% | +1.0% | -1.9% | -1.8% |
| 3M | -4.5% | +2.4% | -6.9% | -6.5% |
| 6M | +4.2% | +12.0% | -7.8% | -5.9% |
| YTD | +5.2% | +15.3% | -10.2% | -7.4% |
| 1Y | +11.6% | +22.6% | -11.0% | -6.8% |
| 3Y | +65.6% | +74.7% | -9.1% | +3.0% |
| 5Y | +68.7% | +66.1% | +2.5% | +9.3% |
| 10Y | +279.0% | +225.0% | +54.0% | +55.9% |
| All | +523.7% | +356.3% | +167.4% | +131.7% |
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 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