-69.7%
MPT vs VT
+215.5%
-285.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -4.0% |
| 7D | -19.6% | -2.3% | -17.2% | -17.4% |
| 30D | -44.0% | -5.0% | -39.0% | -40.8% |
| 3M | -59.7% | -4.9% | -54.8% | -57.4% |
| 6M | -63.9% | -1.5% | -62.3% | -63.3% |
| YTD | -61.5% | +8.5% | -70.0% | -64.9% |
| 1Y | -61.2% | +11.4% | -72.6% | -65.7% |
| 3Y | -53.9% | +70.1% | -124.0% | -74.5% |
| 5Y | -86.8% | +53.7% | -140.5% | -91.8% |
| All | -69.7% | +215.5% | -285.2% | -91.1% |
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