+8.8%
MTW vs VT
+222.7%
-214.0%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +9.3% | +0.4% | +8.8% | +8.6% |
| 30D | +50.2% | +1.0% | +49.3% | +48.6% |
| 3M | +72.0% | +2.4% | +69.6% | +66.4% |
| 6M | +47.6% | +12.0% | +35.6% | +24.1% |
| YTD | +78.6% | +15.3% | +63.2% | +43.5% |
| 1Y | +112.8% | +22.6% | +90.2% | +55.6% |
| 3Y | +27.2% | +74.7% | -47.5% | -45.9% |
| 5Y | -7.2% | +66.1% | -73.4% | -55.8% |
| All | +8.8% | +222.7% | -214.0% | -80.6% |
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