+104.2%
MTB vs VYM
+77.5%
+26.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | -0.6% |
| 7D | 0.0% | -0.8% | +0.8% | +1.1% |
| 30D | -4.8% | -2.2% | -2.6% | -1.6% |
| 3M | +6.0% | +3.1% | +2.9% | +1.5% |
| 6M | +19.6% | +9.7% | +9.9% | +4.6% |
| YTD | +21.5% | +14.9% | +6.6% | -0.6% |
| 1Y | +24.7% | +17.6% | +7.1% | -1.3% |
| 3Y | +108.6% | +65.3% | +43.3% | +1.6% |
| All | +104.2% | +77.5% | +26.7% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling