-66.4%
MTEK vs VT
+69.4%
-135.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.3% |
| 7D | -5.5% | +1.0% | -6.5% | -6.3% |
| 30D | -10.0% | -0.2% | -9.7% | -9.8% |
| 3M | -13.3% | +4.5% | -17.8% | -16.2% |
| 6M | -41.5% | +14.1% | -55.6% | -46.7% |
| YTD | -8.8% | +14.8% | -23.6% | -16.9% |
| 1Y | -65.8% | +21.2% | -87.0% | -69.7% |
| 3Y | +12.0% | +76.6% | -64.6% | -21.0% |
| All | -66.4% | +69.4% | -135.8% | -75.2% |
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 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