+104.7%
MPC vs ITOT
+13.1%
+91.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.6% |
| 7D | +2.6% | -0.8% | +3.4% | +2.1% |
| 30D | -12.2% | -2.0% | -10.2% | -12.7% |
| 3M | +20.1% | -1.5% | +21.6% | +19.6% |
| 6M | +60.6% | +3.3% | +57.3% | +62.0% |
| YTD | +150.6% | +12.5% | +138.1% | +157.1% |
| 1Y | +104.7% | +12.6% | +92.0% | +110.1% |
| All | +104.7% | +13.1% | +91.5% | +110.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling