-27.7%
MTEX vs VT
+217.6%
-245.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | -1.0% | -0.1% | -0.9% | -0.8% |
| 30D | +8.9% | -3.1% | +12.0% | +10.5% |
| 3M | +74.7% | -3.5% | +78.2% | +77.7% |
| 6M | +50.2% | +0.5% | +49.7% | +50.3% |
| YTD | +3.8% | +10.8% | -7.0% | -0.3% |
| 1Y | -11.5% | +11.9% | -23.4% | -15.4% |
| 3Y | +0.8% | +73.0% | -72.1% | -20.6% |
| 5Y | -74.3% | +58.6% | -132.9% | -78.9% |
| 10Y | -27.7% | +219.2% | -246.9% | -59.2% |
| All | -27.7% | +217.6% | -245.3% | -59.2% |
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 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