-15.1%
MP vs VEU
+45.1%
-60.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.8% | +4.6% |
| 7D | -10.5% | -1.6% | -8.9% | -8.0% |
| 30D | -23.5% | -4.3% | -19.2% | -17.0% |
| 3M | -25.4% | -5.8% | -19.6% | -16.3% |
| 6M | -51.3% | -4.4% | -46.9% | -46.3% |
| YTD | -29.9% | +8.7% | -38.6% | -38.3% |
| 1Y | -31.8% | +12.6% | -44.5% | -43.6% |
| 3Y | +127.0% | +65.2% | +61.7% | -9.9% |
| All | -15.1% | +45.1% | -60.2% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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