-59.2%
MNOV vs VT
+53.4%
-112.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | +4.3% | -2.3% | +6.6% | +6.0% |
| 30D | -9.3% | -5.0% | -4.4% | -5.9% |
| 3M | +7.4% | -4.9% | +12.2% | +11.6% |
| 6M | +0.7% | -1.5% | +2.2% | +1.7% |
| YTD | +11.5% | +8.5% | +3.0% | +4.6% |
| 1Y | +4.3% | +11.4% | -7.1% | -4.2% |
| 3Y | -20.2% | +70.1% | -90.3% | -49.7% |
| All | -59.2% | +53.4% | -112.6% | -67.2% |
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