+25.7%
MRNY vs VT
+85.4%
-59.7%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +3.5% |
| 7D | -0.4% | -1.1% | +0.7% | +1.2% |
| 30D | +122.6% | -1.0% | +123.6% | +126.9% |
| 3M | +165.9% | +3.2% | +162.7% | +156.7% |
| 6M | +142.2% | +12.5% | +129.8% | +108.3% |
| YTD | +301.7% | +14.1% | +287.6% | +239.8% |
| 1Y | +329.3% | +18.9% | +310.4% | +243.7% |
| All | +25.7% | +85.4% | -59.7% | -37.7% |
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