-97.8%
MTNB vs VT
+75.0%
-172.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -9.0% | +0.4% | -9.4% | -9.5% |
| 30D | -33.8% | +1.0% | -34.8% | -34.3% |
| 3M | -77.3% | +2.4% | -79.6% | -77.7% |
| 6M | -69.9% | +12.0% | -81.9% | -72.8% |
| YTD | -68.9% | +15.3% | -84.3% | -72.9% |
| 1Y | -89.2% | +22.6% | -111.8% | -91.3% |
| All | -97.8% | +75.0% | -172.8% | -99.3% |
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