-93.9%
MRM vs VT
+94.4%
-188.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | +2.9% | +1.0% | +1.9% | +2.5% |
| 3M | -22.7% | +2.4% | -25.1% | -23.5% |
| 6M | -29.8% | +12.0% | -41.8% | -33.5% |
| YTD | -52.6% | +15.3% | -67.9% | -55.7% |
| 1Y | -36.1% | +22.6% | -58.7% | -41.9% |
| 3Y | -82.9% | +74.7% | -157.6% | -86.9% |
| 5Y | -86.2% | +66.1% | -152.3% | -88.2% |
| All | -93.9% | +94.4% | -188.3% | -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 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