-96.2%
MREO vs VT
+148.8%
-244.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | 0.0% | -8.1% | -8.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.8% |
| 30D | -17.8% | +1.0% | -18.7% | -18.9% |
| 3M | -21.4% | +2.4% | -23.8% | -24.1% |
| 6M | -39.6% | +12.0% | -51.6% | -48.0% |
| YTD | -40.0% | +15.3% | -55.4% | -50.2% |
| 1Y | -85.5% | +22.6% | -108.1% | -88.5% |
| 3Y | -82.6% | +74.7% | -157.3% | -90.9% |
| 5Y | -90.9% | +66.1% | -157.1% | -94.8% |
| All | -96.2% | +148.8% | -244.9% | -98.5% |
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