-45.9%
MTEX vs VT
+221.8%
-267.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.8% | -0.3% | -29.6% | -29.7% |
| 7D | -22.3% | +2.4% | -24.7% | -23.0% |
| 30D | -13.1% | -1.5% | -11.6% | -12.4% |
| 3M | +2.4% | -4.1% | +6.6% | +4.5% |
| 6M | +21.2% | +0.6% | +20.6% | +21.2% |
| YTD | -23.6% | +11.0% | -34.7% | -26.7% |
| 1Y | -33.8% | +13.3% | -47.2% | -37.1% |
| 3Y | -25.8% | +73.4% | -99.2% | -41.6% |
| 5Y | -81.3% | +57.4% | -138.7% | -84.5% |
| All | -45.9% | +221.8% | -267.7% | -69.0% |
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 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