-99.4%
MUD vs VT
+30.1%
-129.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.2% | -4.1% | +21.3% | +6.6% |
| 7D | +36.3% | -4.2% | +40.5% | +23.4% |
| 30D | +49.4% | -5.8% | +55.2% | +30.1% |
| 3M | +23.9% | -5.2% | +29.2% | +10.1% |
| 6M | -35.5% | +0.1% | -35.6% | -29.8% |
| YTD | -97.6% | +8.2% | -105.8% | -97.5% |
| 1Y | -98.1% | +10.1% | -108.2% | -97.9% |
| All | -99.4% | +30.1% | -129.5% | -98.8% |
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 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