-26.4%
MTEX vs VT
+224.4%
-250.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -0.8% | -0.7% | -0.1% | -0.4% |
| 30D | +10.0% | -1.7% | +11.8% | +11.0% |
| 3M | +74.9% | -2.3% | +77.2% | +77.0% |
| 6M | +68.4% | +1.5% | +66.8% | +67.7% |
| YTD | +3.9% | +12.0% | -8.2% | -0.7% |
| 1Y | -11.8% | +12.9% | -24.7% | -16.1% |
| 3Y | +0.9% | +74.9% | -74.0% | -20.9% |
| 5Y | -75.4% | +59.9% | -135.3% | -79.9% |
| 10Y | -26.4% | +224.6% | -251.0% | -58.3% |
| All | -26.4% | +224.4% | -250.8% | -58.3% |
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