+104.1%
MTX vs VT
+357.8%
-253.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.1% |
| 7D | -1.5% | +2.9% | -4.4% | -4.7% |
| 30D | -3.2% | -2.5% | -0.7% | -0.5% |
| 3M | -14.5% | -3.3% | -11.1% | -11.3% |
| 6M | -23.5% | +1.5% | -25.0% | -25.3% |
| YTD | +1.8% | +11.4% | -9.5% | -10.9% |
| 1Y | +9.4% | +11.9% | -2.5% | -5.0% |
| 3Y | +6.0% | +73.9% | -67.9% | -44.6% |
| 5Y | -18.9% | +57.9% | -76.7% | -52.4% |
| 10Y | -12.7% | +222.6% | -235.4% | -75.3% |
| All | +104.1% | +357.8% | -253.7% | -59.8% |
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