-68.5%
MPT vs VT
+223.7%
-292.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.1% | -2.2% |
| 7D | -16.5% | +0.4% | -16.9% | -16.7% |
| 30D | -42.0% | -2.6% | -39.4% | -40.3% |
| 3M | -60.4% | -3.2% | -57.1% | -58.8% |
| 6M | -63.3% | +0.9% | -64.2% | -63.7% |
| YTD | -61.3% | +11.3% | -72.6% | -65.7% |
| 1Y | -61.2% | +14.0% | -75.2% | -66.5% |
| 3Y | -49.6% | +75.8% | -125.4% | -73.1% |
| 5Y | -86.8% | +57.8% | -144.7% | -92.1% |
| 10Y | -68.5% | +219.8% | -288.3% | -91.1% |
| All | -68.5% | +223.7% | -292.1% | -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