+1,142.4%
MPC vs ITOT
+302.7%
+839.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +1.0% |
| 7D | +3.2% | -0.4% | +3.6% | +3.6% |
| 30D | +25.0% | -1.6% | +26.6% | +27.2% |
| 3M | +55.2% | +3.5% | +51.6% | +48.0% |
| 6M | +86.4% | +13.1% | +73.3% | +58.2% |
| YTD | +148.5% | +12.7% | +135.7% | +111.4% |
| 1Y | +121.7% | +18.3% | +103.4% | +77.4% |
| 3Y | +172.9% | +76.4% | +96.5% | +30.1% |
| 5Y | +679.9% | +73.8% | +606.2% | +267.2% |
| All | +1,142.4% | +302.7% | +839.7% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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