+95.2%
MTB vs VLTO
+54.8%
+40.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -1.3% | +5.4% | -6.7% | -3.3% |
| 30D | +0.5% | +22.3% | -21.8% | -7.1% |
| 3M | -12.4% | +19.6% | -32.0% | -18.4% |
| 6M | +1.5% | +35.2% | -33.6% | -10.4% |
| YTD | +10.3% | +17.9% | -7.6% | +3.1% |
| 1Y | +22.2% | +19.5% | +2.7% | +13.3% |
| 3Y | +96.9% | +73.9% | +23.0% | +56.3% |
| All | +95.2% | +54.8% | +40.3% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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