-24.3%
MNR vs VT
+80.3%
-104.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -11.9% | -0.1% | -11.7% | -11.9% |
| 30D | -15.0% | -3.1% | -11.9% | -13.9% |
| 3M | -28.8% | -3.5% | -25.3% | -27.8% |
| 6M | -28.7% | +0.5% | -29.2% | -29.2% |
| YTD | -7.6% | +10.8% | -18.3% | -13.2% |
| 1Y | -9.3% | +11.9% | -21.2% | -15.4% |
| 3Y | -20.6% | +73.0% | -93.6% | -40.5% |
| All | -24.3% | +80.3% | -104.6% | -44.1% |
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