+445.3%
MP vs VTEB
+6.5%
+438.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.3% |
| 7D | -2.9% | -0.8% | -2.1% | -1.5% |
| 30D | +13.8% | -1.3% | +15.2% | +16.6% |
| 3M | -16.7% | -2.1% | -14.6% | -13.4% |
| 6M | -11.5% | -1.7% | -9.8% | -8.6% |
| YTD | +7.9% | -0.6% | +8.5% | +9.4% |
| 1Y | -15.0% | +3.1% | -18.1% | -18.7% |
| 3Y | +153.5% | +9.2% | +144.3% | +122.3% |
| 5Y | +58.7% | +2.2% | +56.5% | +24.0% |
| All | +445.3% | +6.5% | +438.8% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling