+143.6%
VMC vs MTB
+172.9%
-29.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -3.7% | -0.4% | -3.3% | -3.5% |
| 30D | -12.8% | -4.6% | -8.2% | -11.1% |
| 3M | -7.9% | +7.4% | -15.4% | -10.6% |
| 6M | -7.5% | +18.7% | -26.2% | -13.8% |
| YTD | -11.6% | +21.1% | -32.7% | -18.6% |
| 1Y | -14.3% | +24.1% | -38.3% | -22.0% |
| 3Y | +18.5% | +115.3% | -96.9% | -16.1% |
| 5Y | +46.8% | +106.0% | -59.3% | +2.6% |
| All | +143.6% | +172.9% | -29.3% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling