-22.0%
MBI price history and return analytics
+57.0%
-79.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | +1.3% | +2.4% | -1.1% | -1.3% |
| 30D | +6.4% | -1.5% | +7.9% | +7.8% |
| 3M | -8.9% | -4.1% | -4.8% | -5.0% |
| 6M | -23.3% | +0.6% | -23.8% | -24.8% |
| YTD | -34.6% | +11.0% | -45.7% | -43.4% |
| 1Y | -38.7% | +13.3% | -52.1% | -48.3% |
| 3Y | +51.7% | +73.4% | -21.6% | -25.0% |
| All | -22.0% | +57.0% | -79.1% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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