+221.2%
MVV vs VT
+224.4%
-3.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | -0.9% |
| 7D | 0.0% | -0.7% | +0.7% | +1.8% |
| 30D | +3.6% | -1.7% | +5.4% | +8.0% |
| 3M | -9.0% | -2.3% | -6.7% | -3.8% |
| 6M | -0.1% | +1.5% | -1.6% | -3.3% |
| YTD | +21.7% | +12.0% | +9.7% | -5.3% |
| 1Y | +24.2% | +12.9% | +11.3% | -4.7% |
| 3Y | +91.3% | +74.9% | +16.4% | -42.3% |
| 5Y | +19.0% | +59.9% | -40.9% | -51.7% |
| 10Y | +221.2% | +224.6% | -3.4% | -65.3% |
| All | +221.2% | +224.4% | -3.1% | -65.3% |
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 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