+113.3%
MPB vs VT
+363.9%
-250.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.7% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | -3.2% | -1.4% | -1.7% | -2.5% |
| 3M | -8.0% | -1.4% | -6.6% | -7.4% |
| 6M | +8.4% | +5.5% | +2.9% | +5.5% |
| YTD | +16.1% | +12.8% | +3.2% | +9.5% |
| 1Y | +26.0% | +15.4% | +10.5% | +17.6% |
| 3Y | +90.6% | +76.9% | +13.7% | +48.1% |
| 5Y | +38.4% | +60.4% | -22.0% | +11.5% |
| 10Y | +149.8% | +232.8% | -82.9% | +65.5% |
| All | +113.3% | +363.9% | -250.5% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling