-98.1%
MRM vs VT
+82.4%
-180.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.1% | -3.0% | -5.2% |
| 7D | -16.5% | -4.2% | -12.3% | -14.8% |
| 30D | -47.5% | -5.8% | -41.7% | -46.0% |
| 3M | -67.7% | -5.2% | -62.4% | -66.9% |
| 6M | -75.9% | +0.1% | -76.0% | -76.0% |
| YTD | -85.1% | +8.2% | -93.3% | -85.7% |
| 1Y | -85.0% | +10.1% | -95.1% | -85.7% |
| 3Y | -94.5% | +69.7% | -164.2% | -95.8% |
| 5Y | -95.9% | +53.4% | -149.3% | -96.2% |
| All | -98.1% | +82.4% | -180.5% | -98.8% |
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