+125.3%
MTB vs VT
+223.7%
-98.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | -0.6% |
| 7D | -0.8% | +0.4% | -1.1% | -1.3% |
| 30D | +2.4% | -2.6% | +5.0% | +5.2% |
| 3M | -10.5% | -3.2% | -7.3% | -7.4% |
| 6M | +6.4% | +0.9% | +5.5% | +4.4% |
| YTD | +12.8% | +11.3% | +1.5% | -1.3% |
| 1Y | +23.3% | +14.0% | +9.3% | +4.9% |
| 3Y | +108.2% | +75.8% | +32.4% | +7.2% |
| 5Y | +68.6% | +57.8% | +10.7% | -1.1% |
| 10Y | +125.3% | +219.8% | -94.5% | -36.7% |
| All | +125.3% | +223.7% | -98.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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