+278.3%
MP vs VT
+133.7%
+144.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -7.4% | -1.6% | -5.8% | -4.5% |
| 30D | -19.5% | -2.5% | -17.0% | -15.2% |
| 3M | -13.7% | -1.3% | -12.4% | -10.6% |
| 6M | -43.2% | +3.1% | -46.3% | -45.2% |
| YTD | -25.1% | +10.9% | -36.1% | -36.0% |
| 1Y | -34.4% | +12.1% | -46.5% | -44.5% |
| 3Y | +130.4% | +73.9% | +56.5% | -14.5% |
| 5Y | +8.3% | +58.0% | -49.7% | -48.4% |
| All | +278.3% | +133.7% | +144.6% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling