-50.9%
MTRX vs VT
+221.8%
-272.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.4% |
| 7D | -4.7% | +2.4% | -7.0% | -7.6% |
| 30D | -8.0% | -1.5% | -6.5% | -6.2% |
| 3M | -21.2% | -4.1% | -17.1% | -16.7% |
| 6M | -22.1% | +0.6% | -22.7% | -22.4% |
| YTD | -21.5% | +11.0% | -32.5% | -31.0% |
| 1Y | -21.6% | +13.3% | -34.9% | -32.9% |
| 3Y | -15.7% | +73.4% | -89.1% | -56.9% |
| 5Y | -13.1% | +57.4% | -70.6% | -49.5% |
| All | -50.9% | +221.8% | -272.6% | -86.9% |
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 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