-91.0%
MTEK vs VT
+63.9%
-154.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.5% |
| 7D | +5.2% | +2.4% | +2.9% | +3.4% |
| 30D | -40.1% | -1.5% | -38.6% | -39.7% |
| 3M | -76.7% | -4.1% | -72.6% | -75.9% |
| 6M | -75.7% | +0.6% | -76.2% | -75.7% |
| YTD | -75.7% | +11.0% | -86.7% | -77.3% |
| 1Y | -77.6% | +13.3% | -90.9% | -79.3% |
| 3Y | -72.1% | +73.4% | -145.5% | -79.9% |
| All | -91.0% | +63.9% | -154.9% | -93.2% |
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