+363.1%
MTDR vs VT
+349.5%
+13.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +6.0% |
| 7D | -16.6% | -4.2% | -12.5% | -11.0% |
| 30D | -5.7% | -5.8% | +0.1% | +3.4% |
| 3M | +6.9% | -5.2% | +12.1% | +15.1% |
| 6M | -19.6% | +0.1% | -19.7% | -23.2% |
| YTD | +20.1% | +8.2% | +11.9% | -3.5% |
| 1Y | +38.4% | +10.1% | +28.3% | +7.2% |
| 3Y | -14.4% | +69.7% | -84.1% | -70.7% |
| 5Y | +24.2% | +53.4% | -29.2% | -48.3% |
| 10Y | +163.2% | +219.2% | -56.0% | -59.5% |
| All | +363.1% | +349.5% | +13.6% | -48.5% |
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