+138.1%
MTDR vs VT
+223.7%
-85.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -5.4% |
| 7D | -10.4% | +0.4% | -10.8% | -11.7% |
| 30D | -7.9% | -2.6% | -5.3% | -4.7% |
| 3M | +2.6% | -3.2% | +5.9% | +6.6% |
| 6M | -8.9% | +0.9% | -9.8% | -14.0% |
| YTD | +20.4% | +11.3% | +9.1% | -8.8% |
| 1Y | +31.1% | +14.0% | +17.1% | -5.5% |
| 3Y | -3.7% | +75.8% | -79.5% | -70.7% |
| 5Y | +19.6% | +57.8% | -38.2% | -54.4% |
| 10Y | +138.1% | +219.8% | -81.7% | -68.8% |
| All | +138.1% | +223.7% | -85.6% | -68.8% |
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