-61.3%
MPG vs VT
+14.8%
-76.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -1.0% |
| 7D | -1.8% | -0.1% | -1.7% | -1.6% |
| 30D | -4.6% | -0.7% | -3.9% | -0.5% |
| 3M | -13.2% | +4.0% | -17.2% | -25.1% |
| 6M | -41.2% | +12.3% | -53.4% | -62.3% |
| YTD | -26.0% | +14.0% | -40.0% | -57.6% |
| All | -61.3% | +14.8% | -76.0% | -77.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling