+21.9%
MTB vs VO
+15.8%
+6.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | +1.7% | -0.3% | +2.0% | +2.0% |
| 30D | -4.2% | -0.3% | -3.8% | -3.9% |
| 3M | +8.9% | +2.9% | +5.9% | +6.0% |
| 6M | +10.9% | +9.3% | +1.5% | +1.8% |
| YTD | +21.5% | +14.2% | +7.3% | +6.9% |
| 1Y | +21.9% | +15.3% | +6.7% | +6.6% |
| All | +21.9% | +15.8% | +6.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling