-25.1%
MNR vs VT
+81.2%
-106.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -9.3% | +2.9% | -12.1% | -10.4% |
| 30D | -18.4% | -2.5% | -15.9% | -17.6% |
| 3M | -29.0% | -3.3% | -25.6% | -28.0% |
| 6M | -31.9% | +1.5% | -33.4% | -32.6% |
| YTD | -8.6% | +11.4% | -19.9% | -14.3% |
| 1Y | -13.8% | +11.9% | -25.7% | -19.5% |
| 3Y | -21.5% | +73.9% | -95.4% | -41.3% |
| All | -25.1% | +81.2% | -106.4% | -44.9% |
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