+266.4%
MTB vs VEU
+190.9%
+75.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +2.8% | +1.7% | +1.1% | +1.3% |
| 30D | -4.2% | +1.0% | -5.2% | -5.1% |
| 3M | +7.8% | +5.6% | +2.2% | +2.0% |
| 6M | +14.8% | +13.7% | +1.2% | +0.9% |
| YTD | +20.8% | +17.7% | +3.1% | +2.6% |
| 1Y | +23.1% | +25.8% | -2.6% | -1.7% |
| 3Y | +114.8% | +77.1% | +37.7% | +24.7% |
| 5Y | +103.3% | +57.1% | +46.1% | +31.7% |
| 10Y | +173.0% | +149.8% | +23.2% | +19.5% |
| All | +266.4% | +190.9% | +75.5% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling