+368.1%
MTDR vs VT
+350.5%
+17.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.7% |
| 7D | -17.2% | -2.3% | -14.9% | -14.3% |
| 30D | -4.6% | -5.0% | +0.3% | +3.0% |
| 3M | +4.4% | -4.9% | +9.3% | +11.8% |
| 6M | -11.5% | -1.5% | -9.9% | -12.5% |
| YTD | +21.4% | +8.5% | +12.9% | -2.9% |
| 1Y | +37.1% | +11.4% | +25.8% | +4.1% |
| 3Y | -10.4% | +70.1% | -80.5% | -69.4% |
| 5Y | +25.6% | +53.7% | -28.2% | -47.9% |
| 10Y | +166.1% | +220.0% | -53.9% | -59.2% |
| All | +368.1% | +350.5% | +17.6% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling