+33.1%
MTRX vs VT
+77.9%
-44.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.9% | +0.4% | -2.4% | -2.6% |
| 30D | -8.1% | +1.0% | -9.0% | -9.3% |
| 3M | -25.5% | +2.4% | -27.9% | -27.9% |
| 6M | -6.0% | +12.0% | -18.0% | -19.6% |
| YTD | -9.2% | +15.3% | -24.6% | -25.4% |
| 1Y | -27.5% | +22.6% | -50.0% | -45.0% |
| All | +33.1% | +77.9% | -44.8% | -24.0% |
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