+267.3%
MP vs VGT
+248.3%
+19.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -2.3% |
| 7D | +2.3% | -1.6% | +3.9% | +4.0% |
| 30D | -15.3% | -10.1% | -5.2% | -5.2% |
| 3M | -33.5% | -5.3% | -28.3% | -29.6% |
| 6M | -45.5% | +0.2% | -45.7% | -45.0% |
| YTD | -27.3% | +21.1% | -48.4% | -39.1% |
| 1Y | -40.7% | +18.2% | -58.9% | -48.8% |
| 3Y | +145.9% | +107.4% | +38.4% | +13.3% |
| 5Y | -13.9% | +111.5% | -125.4% | -60.9% |
| All | +267.3% | +248.3% | +19.0% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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