-22.8%
MPT vs VOO
+79.1%
-101.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -1.0% | +0.5% | -1.5% | -1.4% |
| 30D | -15.1% | -0.9% | -14.2% | -14.5% |
| 3M | -17.3% | +3.9% | -21.2% | -19.8% |
| 6M | -24.3% | +14.5% | -38.8% | -32.2% |
| YTD | -17.1% | +13.0% | -30.1% | -25.1% |
| 1Y | -6.4% | +19.4% | -25.8% | -19.7% |
| 3Y | -22.8% | +78.9% | -101.6% | -63.7% |
| All | -22.8% | +79.1% | -101.9% | -63.7% |
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