+1,171.8%
MPC vs ITOT
+287.5%
+884.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | +11.2% | +2.5% | +8.8% | +8.3% |
| 30D | -14.5% | -1.7% | -12.8% | -13.1% |
| 3M | +16.7% | -3.4% | +20.0% | +20.5% |
| 6M | +67.6% | +2.1% | +65.5% | +61.2% |
| YTD | +157.9% | +11.5% | +146.4% | +121.1% |
| 1Y | +116.7% | +13.6% | +103.0% | +81.3% |
| 3Y | +199.8% | +77.2% | +122.6% | +41.9% |
| 5Y | +604.4% | +64.4% | +540.0% | +259.1% |
| All | +1,171.8% | +287.5% | +884.3% | +84.9% |
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