+342.4%
MRTN vs VT
+374.2%
-31.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.3% | +0.4% | -0.2% | -0.1% |
| 30D | -3.5% | +1.0% | -4.5% | -4.3% |
| 3M | -18.6% | +2.4% | -21.0% | -20.4% |
| 6M | +5.6% | +12.0% | -6.4% | -3.9% |
| YTD | +27.6% | +15.3% | +12.3% | +13.4% |
| 1Y | +24.8% | +22.6% | +2.2% | +5.4% |
| 3Y | -28.8% | +74.7% | -103.5% | -55.2% |
| 5Y | +1.5% | +66.1% | -64.6% | -34.0% |
| 10Y | +97.8% | +225.0% | -127.2% | -25.5% |
| All | +342.4% | +374.2% | -31.7% | +31.3% |
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