+171.7%
MPC vs ITOT
+77.4%
+94.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.8% | +2.6% |
| 7D | +3.9% | +0.7% | +3.2% | +3.4% |
| 30D | +33.8% | -1.1% | +34.9% | +34.6% |
| 3M | +49.9% | +3.9% | +46.0% | +45.7% |
| 6M | +80.9% | +14.7% | +66.2% | +62.6% |
| YTD | +147.4% | +13.3% | +134.1% | +124.4% |
| 1Y | +123.2% | +19.1% | +104.0% | +93.7% |
| 3Y | +171.7% | +77.3% | +94.4% | +72.6% |
| All | +171.7% | +77.4% | +94.3% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling