-15.0%
MP vs VTEB
+3.1%
-18.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.3% |
| 7D | -2.9% | -0.8% | -2.1% | -0.3% |
| 30D | +13.8% | -1.3% | +15.2% | +18.8% |
| 3M | -16.7% | -2.1% | -14.6% | -10.9% |
| 6M | -11.5% | -1.7% | -9.8% | -7.4% |
| YTD | +7.9% | -0.6% | +8.5% | +10.7% |
| 1Y | -15.0% | +3.1% | -18.1% | -10.9% |
| All | -15.0% | +3.1% | -18.2% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling