+68.9%
MP vs ITOT
+73.9%
-4.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.5% |
| 7D | +3.0% | +0.7% | +2.4% | +1.8% |
| 30D | +8.3% | -1.1% | +9.4% | +10.5% |
| 3M | -3.8% | +3.9% | -7.7% | -9.1% |
| 6M | -4.9% | +14.7% | -19.7% | -22.8% |
| YTD | +9.6% | +13.3% | -3.7% | -9.0% |
| 1Y | -11.7% | +19.1% | -30.9% | -32.2% |
| 3Y | +158.5% | +77.3% | +81.2% | -0.5% |
| 5Y | +68.9% | +74.1% | -5.2% | -22.9% |
| All | +68.9% | +73.9% | -4.9% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling