+264.6%
MP vs VUG
+160.7%
+103.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +0.6% |
| 7D | -3.6% | -1.2% | -2.4% | -2.3% |
| 30D | -21.0% | -8.9% | -12.1% | -11.8% |
| 3M | -33.3% | -5.9% | -27.4% | -28.1% |
| 6M | -45.9% | -3.3% | -42.7% | -43.1% |
| YTD | -27.8% | +3.4% | -31.2% | -29.2% |
| 1Y | -43.2% | +1.9% | -45.1% | -43.1% |
| 3Y | +144.0% | +76.9% | +67.1% | +24.9% |
| 5Y | -6.1% | +63.9% | -70.0% | -46.4% |
| All | +264.6% | +160.7% | +103.9% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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