+136.1%
MTDR vs VT
+217.6%
-81.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.6% |
| 7D | -7.3% | -0.1% | -7.2% | -7.9% |
| 30D | -7.3% | -3.1% | -4.2% | -3.2% |
| 3M | -3.6% | -3.5% | -0.1% | +0.6% |
| 6M | -8.2% | +0.5% | -8.7% | -12.7% |
| YTD | +21.3% | +10.8% | +10.5% | -7.4% |
| 1Y | +30.1% | +11.9% | +18.2% | -2.9% |
| 3Y | -4.8% | +73.0% | -77.8% | -70.1% |
| 5Y | +26.3% | +58.6% | -32.3% | -52.6% |
| 10Y | +136.1% | +219.2% | -83.1% | -69.2% |
| All | +136.1% | +217.6% | -81.5% | -69.2% |
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