+443.0%
MP vs ITOT
+161.7%
+281.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.0% |
| 7D | -0.7% | -0.4% | -0.4% | -0.2% |
| 30D | -0.7% | -1.6% | +0.9% | +2.1% |
| 3M | 0.0% | +3.5% | -3.5% | -4.9% |
| 6M | -10.0% | +13.1% | -23.1% | -25.1% |
| YTD | +7.5% | +12.7% | -5.2% | -9.8% |
| 1Y | -14.0% | +18.3% | -32.3% | -33.1% |
| 3Y | +153.5% | +76.4% | +77.1% | -0.4% |
| 5Y | +62.7% | +73.8% | -11.0% | -29.4% |
| All | +443.0% | +161.7% | +281.3% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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