-73.2%
MTEX price history and return analytics
+65.7%
-138.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.7% |
| 7D | -8.8% | -1.1% | -7.7% | -8.6% |
| 30D | +61.9% | -1.0% | +62.9% | +62.3% |
| 3M | +44.3% | +3.2% | +41.1% | +43.2% |
| 6M | +29.3% | +12.5% | +16.8% | +26.6% |
| YTD | -0.5% | +14.1% | -14.5% | -2.8% |
| 1Y | +1.1% | +18.9% | -17.8% | -2.2% |
| 3Y | -33.3% | +74.1% | -107.3% | -39.9% |
| All | -73.2% | +65.7% | -138.9% | -72.9% |
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