+154.3%
MP vs ITOT
+79.3%
+75.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.9% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +13.8% | 0.0% | +13.8% | +14.0% |
| 3M | -16.7% | +2.0% | -18.6% | -18.4% |
| 6M | -11.5% | +13.0% | -24.5% | -25.1% |
| YTD | +7.9% | +14.0% | -6.0% | -9.5% |
| 1Y | -15.0% | +19.9% | -34.9% | -33.3% |
| All | +154.3% | +79.3% | +75.1% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling