+116.7%
MPC vs ITOT
+12.1%
+104.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +11.2% | +2.5% | +8.8% | +11.7% |
| 30D | -14.5% | -1.7% | -12.8% | -14.9% |
| 3M | +16.7% | -3.4% | +20.0% | +15.7% |
| 6M | +67.6% | +2.1% | +65.5% | +68.9% |
| YTD | +157.9% | +11.5% | +146.4% | +165.1% |
| 1Y | +116.7% | +13.6% | +103.0% | +120.5% |
| All | +116.7% | +12.1% | +104.5% | +120.5% |
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