-94.5%
MRM price history and return analytics
+92.3%
-186.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -6.1% |
| 7D | -9.8% | -1.1% | -8.7% | -9.3% |
| 30D | -18.6% | -1.0% | -17.6% | -18.3% |
| 3M | -29.7% | +3.2% | -32.8% | -30.6% |
| 6M | -35.2% | +12.5% | -47.6% | -38.7% |
| YTD | -57.2% | +14.1% | -71.3% | -59.8% |
| 1Y | -55.1% | +18.9% | -74.0% | -58.7% |
| 3Y | -84.1% | +74.1% | -158.2% | -87.9% |
| 5Y | -88.6% | +66.9% | -155.5% | -90.4% |
| All | -94.5% | +92.3% | -186.8% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling