-95.6%
MREO vs VT
+134.0%
-229.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +0.8% |
| 7D | -2.4% | -2.3% | -0.1% | +0.7% |
| 30D | -19.8% | -5.0% | -14.9% | -14.4% |
| 3M | -7.5% | -4.9% | -2.6% | -1.5% |
| 6M | +19.4% | -1.5% | +21.0% | +21.8% |
| YTD | -32.1% | +8.5% | -40.6% | -39.1% |
| 1Y | -83.9% | +11.4% | -95.3% | -85.6% |
| 3Y | -86.3% | +70.1% | -156.4% | -92.6% |
| 5Y | -88.3% | +53.7% | -142.0% | -92.7% |
| All | -95.6% | +134.0% | -229.6% | -98.1% |
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