+50.0%
VG vs MTB
+22.0%
+28.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | -0.2% |
| 7D | -22.0% | -1.3% | -20.7% | -22.3% |
| 30D | -11.6% | +0.5% | -12.2% | -11.4% |
| 3M | -14.9% | -12.4% | -2.5% | -17.7% |
| 6M | -3.5% | +1.5% | -5.0% | -3.7% |
| YTD | +70.0% | +10.3% | +59.7% | +73.2% |
| 1Y | +50.0% | +22.2% | +27.8% | +42.1% |
| All | +50.0% | +22.0% | +28.0% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling