+489.3%
MPLX vs VT
+340.6%
+148.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -1.0% | -1.6% | +0.6% | +0.2% |
| 30D | +2.0% | -2.5% | +4.5% | +3.9% |
| 3M | -0.6% | -1.3% | +0.7% | +0.2% |
| 6M | +5.4% | +3.1% | +2.3% | +2.2% |
| YTD | +14.0% | +10.9% | +3.1% | +3.7% |
| 1Y | +22.2% | +12.1% | +10.2% | +10.1% |
| 3Y | +98.4% | +73.9% | +24.5% | +22.6% |
| 5Y | +188.0% | +58.0% | +130.0% | +90.6% |
| 10Y | +333.4% | +225.5% | +107.9% | +49.5% |
| All | +489.3% | +340.6% | +148.6% | +68.1% |
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