-59.6%
MNOV vs VT
+53.2%
-112.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +3.0% |
| 7D | +3.6% | -4.2% | +7.7% | +6.7% |
| 30D | -12.1% | -5.8% | -6.3% | -8.2% |
| 3M | +9.0% | -5.2% | +14.3% | +13.6% |
| 6M | +2.8% | +0.1% | +2.7% | +2.6% |
| YTD | +10.7% | +8.2% | +2.5% | +4.0% |
| 1Y | -4.0% | +10.1% | -14.1% | -10.9% |
| 3Y | -23.7% | +69.7% | -93.3% | -51.8% |
| 5Y | -59.6% | +53.4% | -113.0% | -66.8% |
| All | -59.6% | +53.2% | -112.8% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling