+405.1%
MP vs VTV
+157.8%
+247.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.8% |
| 7D | -7.4% | -1.1% | -6.3% | -5.6% |
| 30D | -6.7% | -1.0% | -5.6% | -4.9% |
| 3M | -11.7% | +4.6% | -16.3% | -18.4% |
| 6M | -18.9% | +13.5% | -32.4% | -34.3% |
| YTD | 0.0% | +18.5% | -18.5% | -24.8% |
| 1Y | -19.9% | +22.9% | -42.8% | -43.5% |
| 3Y | +133.4% | +67.8% | +65.6% | -3.8% |
| 5Y | +48.1% | +81.8% | -33.8% | -43.2% |
| All | +405.1% | +157.8% | +247.3% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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