-84.7%
MPG vs VT
+9.2%
-93.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.4% | +7.5% |
| 7D | -20.7% | -2.3% | -18.4% | -12.9% |
| 30D | -44.4% | -5.0% | -39.4% | -28.4% |
| 3M | -50.6% | -4.9% | -45.7% | -35.0% |
| 6M | -82.0% | -1.5% | -80.5% | -78.9% |
| YTD | -70.9% | +8.5% | -79.4% | -78.3% |
| 1Y | -75.1% | +11.4% | -86.5% | -83.8% |
| All | -84.7% | +9.2% | -93.9% | -88.3% |
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