+237.4%
MP vs VT
+128.0%
+109.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -2.0% | +1.6% |
| 7D | -19.0% | -4.2% | -14.8% | -12.3% |
| 30D | -30.5% | -5.8% | -24.7% | -22.1% |
| 3M | -29.6% | -5.2% | -24.3% | -21.6% |
| 6M | -50.4% | +0.1% | -50.6% | -49.6% |
| YTD | -33.2% | +8.2% | -41.4% | -40.4% |
| 1Y | -38.6% | +10.1% | -48.7% | -46.5% |
| 3Y | +105.5% | +69.7% | +35.8% | -20.3% |
| 5Y | -7.8% | +53.4% | -61.2% | -53.7% |
| All | +237.4% | +128.0% | +109.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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