-98.5%
MTNB vs VT
+57.0%
-155.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.4% |
| 7D | -24.4% | +2.4% | -26.7% | -28.2% |
| 30D | -63.7% | -1.5% | -62.2% | -62.9% |
| 3M | -74.2% | -4.1% | -70.1% | -72.2% |
| 6M | -89.4% | +0.6% | -89.9% | -89.6% |
| YTD | +53.6% | +11.0% | +42.5% | +21.6% |
| 1Y | -25.6% | +13.3% | -39.0% | -42.9% |
| 3Y | -91.7% | +73.4% | -165.1% | -96.5% |
| All | -98.5% | +57.0% | -155.5% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling