+107.7%
MMYT vs VT
+224.4%
-116.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.3% | +1.0% |
| 7D | +4.2% | -0.7% | +4.9% | +4.8% |
| 30D | +19.2% | -1.7% | +21.0% | +21.7% |
| 3M | -13.9% | -2.3% | -11.6% | -11.5% |
| 6M | +14.2% | +1.5% | +12.7% | +11.7% |
| YTD | -35.6% | +12.0% | -47.7% | -44.5% |
| 1Y | -32.5% | +12.9% | -45.4% | -42.5% |
| 3Y | +27.2% | +74.9% | -47.8% | -37.4% |
| 5Y | +59.9% | +59.9% | 0.0% | -9.8% |
| 10Y | +107.7% | +224.6% | -116.9% | -44.6% |
| All | +107.7% | +224.4% | -116.6% | -44.6% |
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