-43.2%
MPT vs VOO
+798.5%
-841.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.8% | -1.8% |
| 7D | -16.5% | +0.1% | -16.6% | -16.5% |
| 30D | -42.0% | -3.3% | -38.7% | -40.0% |
| 3M | -60.4% | -2.4% | -58.0% | -59.3% |
| 6M | -63.3% | +2.6% | -65.9% | -64.1% |
| YTD | -61.3% | +11.3% | -72.6% | -65.3% |
| 1Y | -61.2% | +13.4% | -74.7% | -65.9% |
| 3Y | -49.6% | +80.3% | -129.9% | -72.6% |
| 5Y | -86.8% | +72.7% | -159.6% | -92.6% |
| 10Y | -68.5% | +310.0% | -378.5% | -92.6% |
| All | -43.2% | +798.5% | -841.7% | -95.0% |
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