+267.3%
MP vs VTEB
+7.8%
+259.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.4% |
| 7D | +2.3% | +0.5% | +1.8% | +1.5% |
| 30D | -15.3% | +4.1% | -19.4% | -21.5% |
| 3M | -33.5% | -0.4% | -33.1% | -33.0% |
| 6M | -45.5% | -0.4% | -45.2% | -45.1% |
| YTD | -27.3% | +0.6% | -27.9% | -27.9% |
| 1Y | -40.7% | +0.8% | -41.5% | -41.3% |
| 3Y | +145.9% | +11.7% | +134.2% | +108.7% |
| 5Y | -13.9% | +3.8% | -17.7% | -34.0% |
| All | +267.3% | +7.8% | +259.5% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling