-11.8%
MTEX vs VT
+13.3%
-25.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | +10.0% | -1.7% | +11.8% | +10.6% |
| 3M | +74.9% | -2.3% | +77.2% | +76.3% |
| 6M | +68.4% | +1.5% | +66.8% | +68.2% |
| YTD | +3.9% | +12.0% | -8.2% | +13.6% |
| 1Y | -11.8% | +12.9% | -24.7% | -3.3% |
| All | -11.8% | +13.3% | -25.1% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling