+106.0%
MTB vs VEU
+53.0%
+53.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.4% |
| 7D | -0.4% | -1.9% | +1.5% | +1.1% |
| 30D | -4.6% | -0.7% | -3.9% | -4.1% |
| 3M | +7.4% | +4.9% | +2.6% | +2.8% |
| 6M | +18.7% | +9.8% | +8.8% | +8.3% |
| YTD | +21.1% | +15.3% | +5.8% | +5.4% |
| 1Y | +24.1% | +23.0% | +1.0% | +1.7% |
| 3Y | +115.3% | +73.5% | +41.9% | +25.9% |
| 5Y | +106.0% | +54.5% | +51.5% | +39.4% |
| All | +106.0% | +53.0% | +53.0% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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