-68.5%
MPT vs VT
+214.8%
-283.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.1% | -4.2% | -4.0% |
| 7D | -23.0% | -4.2% | -18.8% | -19.2% |
| 30D | -43.0% | -5.8% | -37.2% | -39.2% |
| 3M | -58.7% | -5.2% | -53.5% | -56.1% |
| 6M | -61.0% | +0.1% | -61.1% | -61.1% |
| YTD | -60.0% | +8.2% | -68.3% | -63.5% |
| 1Y | -58.3% | +10.1% | -68.4% | -62.7% |
| 3Y | -55.7% | +69.7% | -125.3% | -75.4% |
| 5Y | -86.3% | +53.4% | -139.7% | -91.5% |
| All | -68.5% | +214.8% | -283.3% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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