+432.0%
MTB vs VT
+345.0%
+87.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | +2.0% |
| 7D | -1.9% | -4.2% | +2.3% | +2.3% |
| 30D | +0.5% | -5.8% | +6.3% | +6.6% |
| 3M | -12.2% | -5.2% | -7.0% | -7.4% |
| 6M | +3.4% | +0.1% | +3.2% | +2.4% |
| YTD | +11.3% | +8.2% | +3.1% | +1.5% |
| 1Y | +23.3% | +10.1% | +13.2% | +10.4% |
| 3Y | +96.8% | +69.7% | +27.1% | +12.8% |
| 5Y | +65.8% | +53.4% | +12.5% | +5.6% |
| 10Y | +140.0% | +219.2% | -79.2% | -24.7% |
| All | +432.0% | +345.0% | +87.0% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling