-4.9%
MTX price history and return analytics
+65.7%
-70.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.8% |
| 7D | -4.1% | -1.1% | -3.0% | -3.0% |
| 30D | -4.7% | -1.0% | -3.7% | -3.7% |
| 3M | -10.8% | +3.2% | -14.0% | -14.1% |
| 6M | +1.3% | +12.5% | -11.2% | -11.4% |
| YTD | +13.4% | +14.1% | -0.6% | -2.4% |
| 1Y | +6.6% | +18.9% | -12.3% | -12.7% |
| 3Y | +25.9% | +74.1% | -48.2% | -32.5% |
| All | -4.9% | +65.7% | -70.6% | -46.7% |
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 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