-28.6%
MTEX vs VT
+222.7%
-251.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.5% | 0.0% | +23.5% | +23.5% |
| 7D | +33.5% | +0.4% | +33.1% | +33.3% |
| 30D | +77.5% | +1.0% | +76.5% | +76.8% |
| 3M | +59.6% | +2.4% | +57.2% | +57.9% |
| 6M | +33.3% | +12.0% | +21.3% | +27.3% |
| YTD | +9.1% | +15.3% | -6.2% | +2.9% |
| 1Y | -2.9% | +22.6% | -25.5% | -10.8% |
| 3Y | -29.7% | +74.7% | -104.4% | -44.8% |
| 5Y | -70.0% | +66.1% | -136.1% | -75.7% |
| All | -28.6% | +222.7% | -251.3% | -55.7% |
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