-97.9%
MRNO vs VT
+82.3%
-180.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | -6.6% | +1.0% | -7.6% | -6.7% |
| 3M | -45.2% | +2.4% | -47.6% | -45.2% |
| 6M | -68.1% | +12.0% | -80.1% | -68.4% |
| YTD | -63.5% | +15.3% | -78.8% | -63.7% |
| 1Y | -96.3% | +22.6% | -118.9% | -96.3% |
| 3Y | -98.1% | +74.7% | -172.7% | -98.0% |
| All | -97.9% | +82.3% | -180.2% | -97.8% |
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