-5.6%
MTEX vs VT
+11.9%
-17.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.1% |
| 7D | +11.4% | +2.9% | +8.5% | +9.8% |
| 30D | +18.8% | -2.5% | +21.3% | +19.9% |
| 3M | +77.1% | -3.3% | +80.5% | +79.3% |
| 6M | +83.6% | +1.5% | +82.1% | +84.3% |
| YTD | +8.8% | +11.4% | -2.5% | +19.4% |
| 1Y | -5.6% | +11.9% | -17.5% | +3.8% |
| All | -5.6% | +11.9% | -17.4% | +3.8% |
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