-79.2%
MRT vs VT
+68.1%
-147.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | 0.0% | -11.0% | -11.0% |
| 7D | -10.6% | +0.4% | -11.1% | -10.8% |
| 30D | +12.8% | +1.0% | +11.9% | +12.3% |
| 3M | +11.6% | +2.4% | +9.2% | +10.0% |
| 6M | +1.0% | +12.0% | -11.0% | -5.2% |
| YTD | -14.8% | +15.3% | -30.1% | -21.3% |
| 1Y | -15.6% | +22.6% | -38.2% | -24.6% |
| 3Y | +134.3% | +74.7% | +59.7% | +91.0% |
| 5Y | -79.3% | +66.1% | -145.4% | -83.0% |
| All | -79.2% | +68.1% | -147.2% | -82.9% |
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