+116.3%
MP vs VT
+69.4%
+46.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -2.0% | +1.3% |
| 7D | -19.0% | -4.2% | -14.8% | -12.5% |
| 30D | -30.5% | -5.8% | -24.7% | -22.4% |
| 3M | -29.6% | -5.2% | -24.3% | -21.8% |
| 6M | -50.4% | +0.1% | -50.6% | -49.4% |
| YTD | -33.2% | +8.2% | -41.4% | -39.5% |
| 1Y | -38.6% | +10.1% | -48.7% | -45.5% |
| All | +116.3% | +69.4% | +46.9% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling