+170.1%
MTB vs VIG
+250.0%
-79.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.6% |
| 7D | 0.0% | -1.1% | +1.1% | +1.3% |
| 30D | -4.8% | -2.7% | -2.1% | -1.4% |
| 3M | +6.0% | +2.5% | +3.4% | +2.6% |
| 6M | +19.6% | +9.2% | +10.4% | +7.1% |
| YTD | +21.5% | +9.8% | +11.6% | +8.0% |
| 1Y | +24.7% | +12.4% | +12.3% | +7.8% |
| 3Y | +108.6% | +55.9% | +52.7% | +21.0% |
| 5Y | +106.7% | +63.9% | +42.8% | +13.0% |
| All | +170.1% | +250.0% | -79.9% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling