+5.5%
MNR vs VT
+86.8%
-81.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +0.8% | +1.0% | -0.2% | +0.3% |
| 30D | +0.9% | -0.2% | +1.1% | +0.9% |
| 3M | -4.4% | +4.5% | -8.9% | -6.5% |
| 6M | +3.1% | +14.1% | -10.9% | -4.1% |
| YTD | +28.8% | +14.8% | +14.1% | +19.3% |
| 1Y | +5.4% | +21.2% | -15.8% | -5.9% |
| All | +5.5% | +86.8% | -81.3% | -23.3% |
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