+3,215.7%
MPC vs ITOT
+643.4%
+2,572.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +1.8% |
| 7D | +2.6% | -0.8% | +3.4% | +3.6% |
| 30D | -12.2% | -2.0% | -10.2% | -10.3% |
| 3M | +20.1% | -1.5% | +21.6% | +21.5% |
| 6M | +60.6% | +3.3% | +57.3% | +51.9% |
| YTD | +150.6% | +12.5% | +138.1% | +110.8% |
| 1Y | +104.7% | +12.6% | +92.0% | +71.6% |
| 3Y | +194.5% | +78.6% | +115.8% | +34.1% |
| 5Y | +582.3% | +67.0% | +515.3% | +227.5% |
| 10Y | +1,135.3% | +292.0% | +843.3% | +92.7% |
| All | +3,215.7% | +643.4% | +2,572.4% | +122.3% |
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