+104.2%
MTB vs VCLT
-17.2%
+121.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | -4.8% | -1.2% | -3.6% | -4.5% |
| 3M | +6.0% | -4.8% | +10.7% | +7.3% |
| 6M | +19.6% | -2.6% | +22.2% | +20.5% |
| YTD | +21.5% | -3.3% | +24.8% | +22.6% |
| 1Y | +24.7% | -4.8% | +29.5% | +26.3% |
| 3Y | +108.6% | +11.5% | +97.1% | +103.1% |
| All | +104.2% | -17.2% | +121.4% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling