+3,437.2%
VMC vs MTB
+7,638.9%
-4,201.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -1.3% | +1.5% | -2.8% | -1.9% |
| 30D | +15.5% | +2.3% | +13.1% | +14.4% |
| 3M | +0.6% | -12.1% | +12.7% | +6.4% |
| 6M | +2.1% | +9.8% | -7.7% | -2.0% |
| YTD | -1.6% | +12.0% | -13.6% | -6.6% |
| 1Y | -1.2% | +22.0% | -23.2% | -9.7% |
| 3Y | +35.3% | +107.6% | -72.3% | -4.0% |
| 5Y | +43.6% | +61.9% | -18.3% | +9.7% |
| 10Y | +126.7% | +116.3% | +10.4% | +40.8% |
| All | +3,437.2% | +7,638.9% | -4,201.7% | +794.0% |
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