+44.4%
VMC vs MTB
+61.4%
-17.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +15.3% | +0.8% | +14.4% | +15.0% |
| 3M | +0.3% | -12.8% | +13.1% | +5.7% |
| 6M | +0.9% | +6.7% | -5.8% | -1.6% |
| YTD | -1.0% | +11.3% | -12.3% | -5.2% |
| 1Y | -4.3% | +20.2% | -24.5% | -11.0% |
| 3Y | +35.3% | +103.8% | -68.4% | +1.8% |
| 5Y | +44.4% | +60.9% | -16.5% | +16.7% |
| All | +44.4% | +61.4% | -17.0% | +16.7% |
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