-82.7%
MREO vs VT
+11.9%
-94.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.4% |
| 7D | +8.8% | +2.4% | +6.5% | +5.7% |
| 30D | -0.6% | -1.5% | +0.9% | +1.5% |
| 3M | 0.0% | -4.1% | +4.1% | +5.3% |
| 6M | +18.5% | +0.6% | +17.9% | +16.5% |
| YTD | -26.1% | +11.0% | -37.2% | -43.5% |
| 1Y | -82.7% | +13.3% | -96.0% | -85.3% |
| All | -82.7% | +11.9% | -94.6% | -85.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling