-80.6%
MNOV vs VT
+224.4%
-305.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.5% |
| 7D | -2.8% | -0.7% | -2.1% | -2.2% |
| 30D | -8.4% | -1.7% | -6.7% | -6.9% |
| 3M | +6.8% | -2.3% | +9.1% | +9.8% |
| 6M | 0.0% | +1.5% | -1.5% | -2.1% |
| YTD | +7.6% | +12.0% | -4.4% | -6.3% |
| 1Y | -12.4% | +12.9% | -25.3% | -24.4% |
| 3Y | -20.8% | +74.9% | -95.7% | -60.8% |
| 5Y | -59.6% | +59.9% | -119.5% | -77.5% |
| 10Y | -80.6% | +224.6% | -305.3% | -95.5% |
| All | -80.6% | +224.4% | -305.0% | -95.5% |
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