+28.5%
MTDR vs VT
+59.8%
-31.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +2.3% |
| 7D | +4.3% | -0.7% | +5.0% | +4.9% |
| 30D | -4.7% | -1.7% | -2.9% | -3.4% |
| 3M | -0.2% | -2.3% | +2.2% | +1.4% |
| 6M | -6.0% | +1.5% | -7.5% | -9.5% |
| YTD | +26.6% | +12.0% | +14.5% | +6.1% |
| 1Y | +32.5% | +12.9% | +19.6% | +9.7% |
| 3Y | -0.6% | +74.9% | -75.6% | -53.7% |
| 5Y | +28.5% | +59.9% | -31.5% | -23.7% |
| All | +28.5% | +59.8% | -31.3% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling