+3,109.1%
MPC vs ITOT
+636.8%
+2,472.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +1.6% |
| 7D | -9.4% | +0.2% | -9.6% | -9.8% |
| 30D | -14.3% | -3.0% | -11.3% | -11.4% |
| 3M | +31.1% | -2.7% | +33.8% | +34.5% |
| 6M | +60.3% | +2.6% | +57.7% | +52.9% |
| YTD | +142.5% | +11.5% | +131.0% | +106.2% |
| 1Y | +104.6% | +13.5% | +91.1% | +69.7% |
| 3Y | +191.7% | +79.7% | +112.0% | +31.6% |
| 5Y | +549.2% | +64.2% | +485.0% | +218.7% |
| 10Y | +1,106.2% | +290.2% | +816.0% | +89.0% |
| All | +3,109.1% | +636.8% | +2,472.3% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling