+274.5%
MP vs VGT
+246.3%
+28.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.5% |
| 7D | +11.0% | +5.6% | +5.4% | +4.9% |
| 30D | -11.7% | -10.6% | -1.2% | -0.7% |
| 3M | -30.8% | -6.9% | -23.9% | -25.3% |
| 6M | -42.9% | +0.9% | -43.8% | -42.7% |
| YTD | -25.9% | +20.4% | -46.3% | -37.5% |
| 1Y | -37.3% | +17.4% | -54.7% | -45.5% |
| 3Y | +150.7% | +106.3% | +44.4% | +16.1% |
| 5Y | -19.3% | +107.9% | -127.1% | -62.7% |
| All | +274.5% | +246.3% | +28.2% | +32.1% |
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