+483.7%
MTB vs VCLT
+103.3%
+380.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | -4.2% | -0.6% | -3.6% | -4.2% |
| 3M | +7.8% | -2.2% | +10.0% | +7.5% |
| 6M | +14.8% | -2.9% | +17.7% | +14.4% |
| YTD | +20.8% | -2.1% | +22.8% | +20.4% |
| 1Y | +23.1% | -2.6% | +25.7% | +22.7% |
| 3Y | +114.8% | +12.5% | +102.3% | +119.1% |
| 5Y | +103.3% | -15.3% | +118.6% | +87.4% |
| 10Y | +173.0% | +16.6% | +156.3% | +199.9% |
| All | +483.7% | +103.3% | +380.4% | +796.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling