-3.1%
MP vs VT
+60.6%
-63.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -8.3% |
| 7D | -12.5% | -0.3% | -12.2% | -12.2% |
| 30D | -23.3% | -1.4% | -21.9% | -21.1% |
| 3M | -24.4% | -1.4% | -23.0% | -21.8% |
| 6M | -45.8% | +5.5% | -51.2% | -50.0% |
| YTD | -28.9% | +12.8% | -41.8% | -41.5% |
| 1Y | -34.6% | +15.4% | -50.0% | -48.1% |
| 3Y | +118.7% | +76.9% | +41.8% | -24.0% |
| 5Y | -3.1% | +60.4% | -63.5% | -48.5% |
| All | -3.1% | +60.6% | -63.6% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling