-71.9%
MNRO vs VT
+214.8%
-286.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.5% | -2.3% |
| 7D | -8.0% | -4.2% | -3.9% | -3.6% |
| 30D | -17.3% | -5.8% | -11.5% | -11.6% |
| 3M | -12.1% | -5.2% | -6.8% | -6.5% |
| 6M | -31.2% | +0.1% | -31.4% | -30.3% |
| YTD | -40.5% | +8.2% | -48.8% | -44.0% |
| 1Y | -31.2% | +10.1% | -41.3% | -36.2% |
| 3Y | -50.2% | +69.7% | -119.9% | -69.7% |
| 5Y | -77.7% | +53.4% | -131.1% | -85.0% |
| All | -71.9% | +214.8% | -286.7% | -90.6% |
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