-59.4%
MTRX vs VT
+346.0%
-405.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.2% | +11.6% | +11.5% |
| 7D | +3.0% | -2.3% | +5.3% | +6.3% |
| 30D | -8.0% | -5.0% | -3.1% | -1.2% |
| 3M | -17.8% | -4.9% | -12.9% | -11.8% |
| 6M | -30.1% | -1.5% | -28.6% | -28.2% |
| YTD | -17.6% | +8.5% | -26.1% | -26.0% |
| 1Y | -23.9% | +11.4% | -35.2% | -34.0% |
| 3Y | -16.2% | +70.1% | -86.2% | -58.9% |
| 5Y | -9.8% | +53.7% | -63.6% | -49.4% |
| 10Y | -43.1% | +220.0% | -263.1% | -88.3% |
| All | -59.4% | +346.0% | -405.4% | -93.2% |
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 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