+108.9%
MTB vs VO
+197.6%
-88.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.8% |
| 7D | 0.0% | +2.9% | -2.9% | -3.2% |
| 30D | +0.8% | +1.0% | -0.2% | -0.3% |
| 3M | -12.8% | -1.7% | -11.0% | -11.2% |
| 6M | +6.7% | +6.7% | 0.0% | -0.9% |
| YTD | +11.3% | +14.0% | -2.7% | -3.9% |
| 1Y | +20.2% | +13.7% | +6.5% | +4.0% |
| 3Y | +103.8% | +65.8% | +37.9% | +17.6% |
| 5Y | +60.9% | +36.6% | +24.3% | +14.5% |
| All | +108.9% | +197.6% | -88.7% | -34.8% |
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