+367.8%
MTB vs VO
+833.6%
-465.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.5% |
| 7D | -2.0% | +0.2% | -2.2% | -2.3% |
| 30D | +0.1% | +2.0% | -1.9% | -2.0% |
| 3M | -12.1% | -0.3% | -11.8% | -11.9% |
| 6M | +7.3% | +7.3% | 0.0% | -0.5% |
| YTD | +11.5% | +15.0% | -3.5% | -3.9% |
| 1Y | +21.3% | +14.7% | +6.6% | +4.7% |
| 3Y | +104.1% | +67.3% | +36.8% | +19.7% |
| 5Y | +61.8% | +38.8% | +23.0% | +14.5% |
| 10Y | +115.4% | +201.6% | -86.2% | -30.3% |
| All | +367.8% | +833.6% | -465.8% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling