+22.2%
MPT vs VOO
+817.1%
-794.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -13.9% | +0.1% | -14.0% | -14.0% |
| 3M | -18.4% | +2.0% | -20.4% | -20.2% |
| 6M | -24.3% | +13.0% | -37.3% | -33.2% |
| YTD | -16.7% | +13.6% | -30.3% | -27.0% |
| 1Y | -3.2% | +20.1% | -23.3% | -20.0% |
| 3Y | -29.3% | +77.6% | -106.9% | -61.0% |
| 5Y | -71.8% | +82.4% | -154.2% | -84.9% |
| 10Y | -45.2% | +316.8% | -362.0% | -87.4% |
| All | +22.2% | +817.1% | -794.9% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling