-49.6%
MPT vs VOO
+78.4%
-128.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.8% | -1.3% |
| 7D | -16.5% | +0.1% | -16.6% | -16.4% |
| 30D | -42.0% | -3.3% | -38.7% | -40.4% |
| 3M | -60.4% | -2.4% | -58.0% | -59.5% |
| 6M | -63.3% | +2.6% | -65.9% | -63.8% |
| YTD | -61.3% | +11.3% | -72.6% | -64.1% |
| 1Y | -61.2% | +13.4% | -74.7% | -64.6% |
| 3Y | -49.6% | +80.3% | -129.9% | -80.4% |
| All | -49.6% | +78.4% | -128.0% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling