-15.1%
MP vs VUG
+57.0%
-72.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +3.9% |
| 7D | -10.5% | -3.4% | -7.1% | -6.8% |
| 30D | -23.5% | -11.1% | -12.4% | -11.8% |
| 3M | -25.4% | -7.2% | -18.2% | -18.1% |
| 6M | -51.3% | -4.1% | -47.1% | -48.1% |
| YTD | -29.9% | +1.4% | -31.3% | -29.7% |
| 1Y | -31.8% | +1.9% | -33.7% | -31.6% |
| 3Y | +127.0% | +77.7% | +49.2% | +11.1% |
| All | -15.1% | +57.0% | -72.1% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling