-100.0%
MTEN vs VT
+21.4%
-121.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.8% |
| 7D | -0.9% | +1.0% | -2.0% | -2.8% |
| 30D | +19.2% | -0.2% | +19.4% | +19.4% |
| 3M | -45.9% | +4.5% | -50.4% | -49.5% |
| 6M | -35.6% | +14.1% | -49.6% | -43.1% |
| YTD | -99.4% | +14.8% | -114.1% | -99.4% |
| 1Y | -100.0% | +21.2% | -121.1% | -100.0% |
| All | -100.0% | +21.4% | -121.3% | -100.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling