+111.5%
MYN vs VT
+374.2%
-262.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -2.5% | +1.0% | -3.4% | -2.6% |
| 3M | -4.2% | +2.4% | -6.6% | -4.7% |
| 6M | -2.8% | +12.0% | -14.8% | -4.9% |
| YTD | -0.5% | +15.3% | -15.8% | -3.2% |
| 1Y | +7.6% | +22.6% | -15.0% | +3.4% |
| 3Y | +17.0% | +74.7% | -57.6% | +5.1% |
| 5Y | -13.9% | +66.1% | -80.1% | -22.4% |
| 10Y | +6.5% | +225.0% | -218.5% | -15.7% |
| All | +111.5% | +374.2% | -262.7% | +46.7% |
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