+387.0%
VNQ vs MTB
+379.2%
+7.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -0.9% | +1.1% | -1.9% | -1.4% |
| 30D | -2.2% | -4.6% | +2.4% | 0.0% |
| 3M | -1.9% | +6.3% | -8.2% | -5.1% |
| 6M | +3.2% | +15.6% | -12.4% | -4.5% |
| YTD | +9.4% | +20.6% | -11.2% | -1.3% |
| 1Y | +7.5% | +22.5% | -15.0% | -4.1% |
| 3Y | +31.1% | +114.4% | -83.4% | -15.9% |
| 5Y | +6.6% | +101.9% | -95.3% | -33.8% |
| 10Y | +63.9% | +170.4% | -106.5% | -28.0% |
| All | +387.0% | +379.2% | +7.8% | +19.5% |
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