-82.8%
MPG vs VT
+12.0%
-94.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.6% | +10.0% | +0.2% |
| 7D | -4.8% | +0.4% | -5.2% | -7.8% |
| 30D | -36.5% | -2.6% | -33.9% | -26.9% |
| 3M | -51.9% | -3.2% | -48.6% | -41.6% |
| 6M | -76.5% | +0.9% | -77.4% | -75.4% |
| YTD | -67.2% | +11.3% | -78.5% | -78.3% |
| 1Y | -77.6% | +14.0% | -91.6% | -86.9% |
| All | -82.8% | +12.0% | -94.9% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling