-17.0%
MTN vs VT
+75.6%
-92.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -2.2% |
| 7D | -4.1% | -0.7% | -3.4% | -3.7% |
| 30D | +5.1% | -1.7% | +6.8% | +6.4% |
| 3M | +6.2% | -2.3% | +8.5% | +8.0% |
| 6M | +28.8% | +1.5% | +27.3% | +26.4% |
| YTD | +22.0% | +12.0% | +10.0% | +9.1% |
| 1Y | +9.6% | +12.9% | -3.3% | -2.8% |
| All | -17.0% | +75.6% | -92.6% | -57.3% |
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 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