-93.9%
MRM vs VT
+93.4%
-187.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.1% | +1.0% | -2.1% | -1.5% |
| 30D | -4.2% | -0.2% | -3.9% | -4.1% |
| 3M | -22.0% | +4.5% | -26.6% | -23.6% |
| 6M | -29.2% | +14.1% | -43.3% | -33.5% |
| YTD | -52.6% | +14.8% | -67.3% | -55.6% |
| 1Y | -52.6% | +21.2% | -73.8% | -56.7% |
| 3Y | -82.7% | +76.6% | -159.2% | -86.8% |
| 5Y | -87.9% | +66.6% | -154.5% | -89.7% |
| All | -93.9% | +93.4% | -187.3% | -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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling