-1.5%
MTDR price history and return analytics
+74.5%
-76.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | +6.8% | +2.9% | +3.9% | +4.8% |
| 30D | -4.7% | -2.5% | -2.1% | -3.2% |
| 3M | +1.5% | -3.3% | +4.8% | +3.4% |
| 6M | -5.2% | +1.5% | -6.8% | -7.9% |
| YTD | +28.3% | +11.4% | +17.0% | +11.3% |
| 1Y | +36.6% | +11.9% | +24.7% | +17.5% |
| All | -1.5% | +74.5% | -76.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling