+264.6%
MP vs VXUS
+100.8%
+163.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | -0.9% |
| 7D | -3.6% | +0.5% | -4.1% | -4.7% |
| 30D | -21.0% | -2.5% | -18.4% | -17.1% |
| 3M | -33.3% | -4.6% | -28.7% | -27.0% |
| 6M | -45.9% | -2.6% | -43.3% | -42.4% |
| YTD | -27.8% | +10.4% | -38.2% | -37.8% |
| 1Y | -43.2% | +12.9% | -56.1% | -52.9% |
| 3Y | +144.0% | +68.4% | +75.7% | -1.4% |
| 5Y | -6.1% | +47.7% | -53.8% | -50.2% |
| All | +264.6% | +100.8% | +163.8% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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