+440.0%
MTN vs VT
+357.8%
+82.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.5% |
| 7D | -4.6% | +2.9% | -7.5% | -7.5% |
| 30D | -0.9% | -2.5% | +1.6% | +1.6% |
| 3M | +3.5% | -3.3% | +6.8% | +6.9% |
| 6M | +25.6% | +1.5% | +24.1% | +22.5% |
| YTD | +19.4% | +11.4% | +8.1% | +5.1% |
| 1Y | +6.8% | +11.9% | -5.1% | -6.6% |
| 3Y | -19.6% | +73.9% | -93.4% | -56.2% |
| 5Y | -46.6% | +57.9% | -104.5% | -67.5% |
| 10Y | +33.6% | +222.6% | -189.0% | -63.2% |
| All | +440.0% | +357.8% | +82.1% | -1.9% |
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