+6.3%
MTGP vs VT
+119.5%
-113.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.4% |
| 7D | +1.0% | -4.2% | +5.2% | +1.1% |
| 30D | +3.2% | -5.8% | +9.0% | +3.3% |
| 3M | -0.2% | -5.2% | +5.1% | -0.1% |
| 6M | +0.2% | +0.1% | 0.0% | +0.2% |
| YTD | +0.3% | +8.2% | -7.9% | +0.2% |
| 1Y | +1.3% | +10.1% | -8.8% | +1.1% |
| 3Y | +16.9% | +69.7% | -52.8% | +16.4% |
| 5Y | +1.3% | +53.4% | -52.1% | +0.6% |
| All | +6.3% | +119.5% | -113.2% | +5.8% |
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 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