+256.6%
MTB vs VYM
+484.2%
-227.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +1.2% |
| 7D | -0.4% | -1.9% | +1.4% | +2.2% |
| 30D | -4.6% | -2.6% | -2.0% | -1.0% |
| 3M | +7.4% | +3.6% | +3.9% | +2.3% |
| 6M | +18.7% | +8.7% | +10.0% | +5.7% |
| YTD | +21.1% | +14.1% | +6.9% | +0.7% |
| 1Y | +24.1% | +17.8% | +6.3% | -1.3% |
| 3Y | +115.3% | +64.5% | +50.8% | +9.1% |
| 5Y | +106.0% | +77.5% | +28.5% | -4.6% |
| 10Y | +171.6% | +206.1% | -34.6% | -37.3% |
| All | +256.6% | +484.2% | -227.5% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling