-91.2%
MNTK vs VT
+82.1%
-173.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -2.8% |
| 7D | -57.3% | +2.9% | -60.1% | -58.7% |
| 30D | -56.2% | -2.5% | -53.7% | -53.9% |
| 3M | -44.6% | -3.3% | -41.3% | -40.7% |
| 6M | -27.0% | +1.5% | -28.5% | -27.4% |
| YTD | -38.3% | +11.4% | -49.7% | -47.4% |
| 1Y | -50.0% | +11.9% | -61.9% | -57.6% |
| 3Y | -84.1% | +73.9% | -158.0% | -92.4% |
| 5Y | -90.7% | +57.9% | -148.6% | -94.4% |
| All | -91.2% | +82.1% | -173.3% | -96.3% |
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