+170.1%
MTB vs VO
+200.3%
-30.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | -0.5% |
| 7D | 0.0% | -1.5% | +1.5% | +1.7% |
| 30D | -4.8% | -3.0% | -1.8% | -1.5% |
| 3M | +6.0% | +2.8% | +3.1% | +2.7% |
| 6M | +19.6% | +10.9% | +8.7% | +6.5% |
| YTD | +21.5% | +12.5% | +9.0% | +6.6% |
| 1Y | +24.7% | +12.0% | +12.7% | +9.9% |
| 3Y | +108.6% | +56.3% | +52.3% | +28.8% |
| 5Y | +106.7% | +42.9% | +63.8% | +39.7% |
| All | +170.1% | +200.3% | -30.2% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling