-6.1%
MP vs VTEB
+3.3%
-9.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.7% |
| 7D | -3.6% | +0.7% | -4.3% | -4.9% |
| 30D | -21.0% | +4.0% | -25.0% | -26.9% |
| 3M | -33.3% | -0.5% | -32.8% | -32.6% |
| 6M | -45.9% | -0.6% | -45.3% | -45.2% |
| YTD | -27.8% | +0.4% | -28.3% | -28.2% |
| 1Y | -43.2% | +0.8% | -44.0% | -43.8% |
| 3Y | +144.0% | +11.5% | +132.6% | +105.8% |
| 5Y | -6.1% | +3.4% | -9.5% | -46.2% |
| All | -6.1% | +3.3% | -9.4% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling