+110.3%
MMYT vs VT
+460.7%
-350.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -5.8% | +0.4% | -6.2% | -6.2% |
| 30D | -9.1% | +1.0% | -10.1% | -10.1% |
| 3M | +23.1% | +2.4% | +20.8% | +20.0% |
| 6M | +13.4% | +12.0% | +1.4% | +0.5% |
| YTD | -32.3% | +15.3% | -47.6% | -42.0% |
| 1Y | -44.4% | +22.6% | -67.0% | -55.6% |
| 3Y | +40.8% | +74.7% | -33.9% | -21.9% |
| 5Y | +111.7% | +66.1% | +45.6% | +26.4% |
| 10Y | +183.8% | +225.0% | -41.2% | -4.5% |
| All | +110.3% | +460.7% | -350.4% | -55.9% |
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 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