+449.3%
MTDR vs VT
+379.0%
+70.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | +4.9% | +0.4% | +4.4% | +4.0% |
| 30D | +26.7% | +1.0% | +25.8% | +24.3% |
| 3M | +6.9% | +2.4% | +4.5% | +0.9% |
| 6M | +12.1% | +12.0% | +0.1% | -13.1% |
| YTD | +42.5% | +15.3% | +27.1% | +4.1% |
| 1Y | +22.1% | +22.6% | -0.5% | -20.7% |
| 3Y | -1.8% | +74.7% | -76.4% | -67.4% |
| 5Y | +127.5% | +66.1% | +61.3% | -16.7% |
| 10Y | +172.1% | +225.0% | -52.9% | -58.8% |
| All | +449.3% | +379.0% | +70.2% | -44.5% |
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