-16.2%
MTW vs VT
+360.7%
-376.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | -0.7% |
| 7D | +5.9% | -0.7% | +6.6% | +7.6% |
| 30D | +12.9% | -1.7% | +14.7% | +16.7% |
| 3M | +26.3% | -2.3% | +28.6% | +32.3% |
| 6M | +88.8% | +1.5% | +87.3% | +85.7% |
| YTD | +105.0% | +12.0% | +93.0% | +70.3% |
| 1Y | +122.2% | +12.9% | +109.4% | +82.4% |
| 3Y | +74.3% | +74.9% | -0.6% | -32.5% |
| 5Y | +11.3% | +59.9% | -48.6% | -47.9% |
| 10Y | +20.7% | +224.6% | -203.9% | -83.1% |
| All | -16.2% | +360.7% | -376.8% | -92.3% |
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