-82.7%
MX vs VT
+66.2%
-148.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | -1.6% | +0.4% | -2.0% | -2.2% |
| 30D | -15.8% | +1.0% | -16.8% | -16.8% |
| 3M | -63.9% | +2.4% | -66.2% | -64.3% |
| 6M | +15.3% | +12.0% | +3.3% | +4.0% |
| YTD | +21.2% | +15.3% | +5.8% | +6.2% |
| 1Y | +4.7% | +22.6% | -17.8% | -13.5% |
| 3Y | -62.3% | +74.7% | -137.0% | -77.6% |
| All | -82.7% | +66.2% | -148.8% | -89.3% |
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 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