+274.5%
MP vs VUG
+164.4%
+110.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.2% |
| 7D | +11.0% | +4.4% | +6.6% | +5.7% |
| 30D | -11.7% | -7.3% | -4.4% | -3.3% |
| 3M | -30.8% | -4.2% | -26.5% | -26.9% |
| 6M | -42.9% | -1.6% | -41.3% | -41.1% |
| YTD | -25.9% | +4.9% | -30.8% | -28.4% |
| 1Y | -37.3% | +3.8% | -41.1% | -38.4% |
| 3Y | +150.7% | +79.4% | +71.2% | +26.3% |
| 5Y | -19.3% | +63.9% | -83.2% | -54.1% |
| All | +274.5% | +164.4% | +110.1% | +62.8% |
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