+2,263.1%
VGT vs MTB
+411.5%
+1,851.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +1.8% | +2.8% | -0.9% | +0.9% |
| 30D | -0.3% | -4.2% | +3.9% | +1.0% |
| 3M | +3.4% | +7.8% | -4.4% | +0.6% |
| 6M | +35.0% | +14.8% | +20.2% | +28.4% |
| YTD | +28.8% | +20.8% | +8.0% | +20.3% |
| 1Y | +38.0% | +23.1% | +14.9% | +27.8% |
| 3Y | +125.8% | +114.8% | +11.0% | +71.3% |
| 5Y | +134.7% | +103.3% | +31.5% | +76.7% |
| 10Y | +792.6% | +173.0% | +619.6% | +460.6% |
| All | +2,263.1% | +411.5% | +1,851.6% | +1,003.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling