-40.7%
MP vs VTEB
+0.9%
-41.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.2% |
| 7D | +2.3% | +0.5% | +1.8% | +1.0% |
| 30D | -15.3% | +4.1% | -19.4% | -25.9% |
| 3M | -33.5% | -0.4% | -33.1% | -30.1% |
| 6M | -45.5% | -0.4% | -45.2% | -43.1% |
| YTD | -27.3% | +0.6% | -27.9% | -28.2% |
| 1Y | -40.7% | +0.8% | -41.5% | -41.4% |
| All | -40.7% | +0.9% | -41.6% | -41.4% |
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