-1.0%
MTW vs VT
+53.4%
-54.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.0% |
| 7D | -2.7% | -2.3% | -0.4% | +1.1% |
| 30D | +1.6% | -5.0% | +6.6% | +10.5% |
| 3M | +57.7% | -4.9% | +62.6% | +72.3% |
| 6M | +68.8% | -1.5% | +70.3% | +74.5% |
| YTD | +86.9% | +8.5% | +78.4% | +66.0% |
| 1Y | +99.4% | +11.4% | +88.0% | +69.8% |
| 3Y | +65.6% | +70.1% | -4.4% | -26.6% |
| All | -1.0% | +53.4% | -54.4% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling