-69.3%
MNOV vs VT
+345.0%
-414.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +2.2% |
| 7D | +3.6% | -4.2% | +7.7% | +5.9% |
| 30D | -12.1% | -5.8% | -6.3% | -9.3% |
| 3M | +9.0% | -5.2% | +14.3% | +12.4% |
| 6M | +2.8% | +0.1% | +2.7% | +2.8% |
| YTD | +10.7% | +8.2% | +2.5% | +5.9% |
| 1Y | -4.0% | +10.1% | -14.1% | -9.0% |
| 3Y | -23.7% | +69.7% | -93.3% | -43.0% |
| 5Y | -59.6% | +53.4% | -113.0% | -68.1% |
| 10Y | -77.4% | +219.2% | -296.7% | -86.1% |
| All | -69.3% | +345.0% | -414.3% | -79.2% |
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 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