+47.7%
VMC vs MTB
+103.4%
-55.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -5.3% | +1.1% | -6.4% | -5.7% |
| 30D | -12.3% | -4.6% | -7.6% | -10.7% |
| 3M | -10.3% | +6.3% | -16.5% | -12.3% |
| 6M | -8.6% | +15.6% | -24.2% | -13.4% |
| YTD | -11.9% | +20.6% | -32.4% | -18.1% |
| 1Y | -13.9% | +22.5% | -36.4% | -20.6% |
| 3Y | +18.2% | +114.4% | -96.3% | -12.9% |
| 5Y | +47.7% | +101.9% | -54.1% | +11.1% |
| All | +47.7% | +103.4% | -55.7% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling