+137.2%
MRBK vs VT
+151.1%
-13.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -11.9% | -2.3% | -9.6% | -11.0% |
| 30D | -11.5% | -5.0% | -6.5% | -9.5% |
| 3M | -15.9% | -4.9% | -11.0% | -14.1% |
| 6M | -7.6% | -1.5% | -6.0% | -7.2% |
| YTD | -4.3% | +8.5% | -12.8% | -8.1% |
| 1Y | +16.6% | +11.4% | +5.2% | +10.6% |
| 3Y | +69.1% | +70.1% | -1.0% | +35.1% |
| 5Y | +28.3% | +53.7% | -25.4% | +5.7% |
| All | +137.2% | +151.1% | -13.9% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling