-59.5%
MTRX vs VT
+357.6%
-417.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -4.0% |
| 7D | +3.1% | +0.4% | +2.7% | +2.4% |
| 30D | -8.8% | -2.6% | -6.2% | -5.4% |
| 3M | -19.4% | -3.2% | -16.2% | -15.6% |
| 6M | -21.2% | +0.9% | -22.1% | -22.0% |
| YTD | -17.9% | +11.3% | -29.3% | -29.0% |
| 1Y | -23.4% | +14.0% | -37.4% | -35.8% |
| 3Y | -15.3% | +75.8% | -91.1% | -60.3% |
| 5Y | -9.3% | +57.8% | -67.2% | -51.1% |
| 10Y | -47.4% | +219.8% | -267.2% | -89.2% |
| All | -59.5% | +357.6% | -417.2% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling