-59.5%
MPG vs VT
+15.5%
-75.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +6.2% |
| 7D | +6.3% | +1.0% | +5.3% | +0.6% |
| 30D | +13.4% | -0.2% | +13.6% | +15.4% |
| 3M | -19.4% | +4.5% | -24.0% | -32.3% |
| 6M | -34.2% | +14.1% | -48.2% | -61.0% |
| YTD | -22.7% | +14.8% | -37.5% | -57.2% |
| All | -59.5% | +15.5% | -75.0% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling