+58.1%
MP vs VTV
+80.3%
-22.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.9% |
| 7D | -2.9% | +0.5% | -3.4% | -3.8% |
| 30D | +13.8% | +1.1% | +12.7% | +11.7% |
| 3M | -16.7% | +5.9% | -22.6% | -24.9% |
| 6M | -11.5% | +11.6% | -23.1% | -27.3% |
| YTD | +7.9% | +19.8% | -11.9% | -22.2% |
| 1Y | -15.0% | +26.2% | -41.3% | -44.5% |
| 3Y | +153.5% | +68.5% | +85.0% | -5.7% |
| All | +58.1% | +80.3% | -22.2% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling