-68.2%
MPT vs VOO
+309.2%
-377.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | -9.9% | -0.6% | -9.3% | -9.3% |
| 30D | -42.0% | -3.6% | -38.4% | -39.8% |
| 3M | -55.1% | -2.7% | -52.4% | -53.7% |
| 6M | -63.3% | +2.2% | -65.5% | -64.0% |
| YTD | -61.3% | +10.9% | -72.2% | -65.1% |
| 1Y | -60.4% | +11.3% | -71.7% | -64.4% |
| 3Y | -44.8% | +76.9% | -121.7% | -69.2% |
| 5Y | -86.8% | +73.5% | -160.3% | -92.5% |
| All | -68.2% | +309.2% | -377.4% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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