-80.3%
MTEX vs VT
+345.0%
-425.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.6% | -4.1% |
| 7D | -3.2% | -4.2% | +0.9% | -0.5% |
| 30D | +3.5% | -5.8% | +9.3% | +7.6% |
| 3M | +59.0% | -5.2% | +64.2% | +64.8% |
| 6M | +65.2% | +0.1% | +65.0% | +65.5% |
| YTD | -2.3% | +8.2% | -10.5% | -7.5% |
| 1Y | -11.0% | +10.1% | -21.2% | -16.8% |
| 3Y | -8.0% | +69.7% | -77.7% | -36.2% |
| 5Y | -74.6% | +53.4% | -128.0% | -81.6% |
| 10Y | -34.0% | +219.2% | -253.2% | -73.3% |
| All | -80.3% | +345.0% | -425.2% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling