+30.7%
MTW vs VT
+223.7%
-193.0%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.6% | +6.1% | +4.5% |
| 7D | +3.3% | +0.4% | +2.9% | +2.9% |
| 30D | +12.4% | -2.6% | +15.0% | +17.6% |
| 3M | +29.5% | -3.2% | +32.7% | +37.3% |
| 6M | +85.4% | +0.9% | +84.4% | +84.6% |
| YTD | +103.2% | +11.3% | +91.9% | +73.7% |
| 1Y | +122.7% | +14.0% | +108.7% | +83.4% |
| 3Y | +79.8% | +75.8% | +3.9% | -24.0% |
| 5Y | +8.1% | +57.8% | -49.8% | -43.9% |
| 10Y | +30.7% | +219.8% | -189.1% | -74.2% |
| All | +30.7% | +223.7% | -193.0% | -74.2% |
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 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