-98.1%
MRM vs VT
+87.6%
-185.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.5% |
| 7D | -14.2% | +0.4% | -14.6% | -14.4% |
| 30D | -48.8% | -2.6% | -46.2% | -48.2% |
| 3M | -70.5% | -3.2% | -67.3% | -70.1% |
| 6M | -74.7% | +0.9% | -75.7% | -74.9% |
| YTD | -85.4% | +11.3% | -96.7% | -86.2% |
| 1Y | -85.8% | +14.0% | -99.8% | -86.6% |
| 3Y | -94.5% | +75.8% | -170.4% | -95.8% |
| 5Y | -96.0% | +57.8% | -153.8% | -96.3% |
| All | -98.1% | +87.6% | -185.7% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling