-6.7%
MTEX vs VT
+69.7%
-76.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -4.3% | -2.3% | -1.9% | -3.4% |
| 30D | +7.8% | -5.0% | +12.8% | +9.7% |
| 3M | +59.0% | -4.9% | +63.9% | +61.7% |
| 6M | +66.2% | -1.5% | +67.7% | +67.7% |
| YTD | -1.7% | +8.5% | -10.2% | -1.8% |
| 1Y | -9.9% | +11.4% | -21.3% | -10.6% |
| 3Y | -6.7% | +70.1% | -76.7% | +4.4% |
| All | -6.7% | +69.7% | -76.4% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling