+147.1%
MP vs VUG
+79.9%
+67.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.8% | +3.8% | +3.6% |
| 7D | -1.6% | +0.5% | -2.1% | -2.1% |
| 30D | -18.2% | -8.2% | -10.0% | -10.2% |
| 3M | -26.1% | -5.4% | -20.7% | -21.3% |
| 6M | -44.0% | -2.5% | -41.5% | -41.7% |
| YTD | -25.3% | +4.2% | -29.5% | -27.0% |
| 1Y | -35.6% | +5.0% | -40.6% | -37.1% |
| 3Y | +147.1% | +81.7% | +65.3% | +46.1% |
| All | +147.1% | +79.9% | +67.2% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling