-96.1%
MRM vs VT
+53.4%
-149.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -14.8% | -2.3% | -12.5% | -14.1% |
| 30D | -48.9% | -5.0% | -44.0% | -48.0% |
| 3M | -69.3% | -4.9% | -64.4% | -68.8% |
| 6M | -76.8% | -1.5% | -75.2% | -76.7% |
| YTD | -85.5% | +8.5% | -94.0% | -85.9% |
| 1Y | -85.7% | +11.4% | -97.0% | -86.2% |
| 3Y | -94.7% | +70.1% | -164.8% | -95.5% |
| All | -96.1% | +53.4% | -149.5% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling