+89.3%
MMYT vs VT
+215.5%
-126.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | +19.7% | -2.3% | +22.0% | +23.2% |
| 30D | +17.7% | -5.0% | +22.7% | +25.4% |
| 3M | -14.9% | -4.9% | -10.0% | -9.5% |
| 6M | +3.3% | -1.5% | +4.8% | +4.9% |
| YTD | -37.8% | +8.5% | -46.3% | -44.1% |
| 1Y | -35.0% | +11.4% | -46.3% | -43.7% |
| 3Y | +24.7% | +70.1% | -45.4% | -36.3% |
| 5Y | +46.1% | +53.7% | -7.6% | -13.3% |
| All | +89.3% | +215.5% | -126.3% | -48.7% |
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 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