+116.3%
MP vs VUG
+76.8%
+39.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.5% | -0.6% | -0.2% |
| 7D | -19.0% | -7.1% | -11.8% | -12.3% |
| 30D | -30.5% | -12.1% | -18.4% | -20.2% |
| 3M | -29.6% | -8.1% | -21.4% | -22.6% |
| 6M | -50.4% | -3.2% | -47.2% | -47.9% |
| YTD | -33.2% | +0.5% | -33.7% | -32.2% |
| 1Y | -38.6% | -0.7% | -37.9% | -36.8% |
| All | +116.3% | +76.8% | +39.5% | +24.4% |
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