-47.4%
MTRX vs VT
+223.7%
-271.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -3.8% |
| 7D | +3.1% | +0.4% | +2.7% | +2.4% |
| 30D | -8.8% | -2.6% | -6.2% | -5.6% |
| 3M | -19.4% | -3.2% | -16.2% | -15.8% |
| 6M | -21.2% | +0.9% | -22.1% | -21.8% |
| YTD | -17.9% | +11.3% | -29.3% | -28.2% |
| 1Y | -23.4% | +14.0% | -37.4% | -34.9% |
| 3Y | -15.3% | +75.8% | -91.1% | -57.4% |
| 5Y | -9.3% | +57.8% | -67.2% | -47.5% |
| 10Y | -47.4% | +219.8% | -267.2% | -85.6% |
| All | -47.4% | +223.7% | -271.1% | -85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling