-71.6%
MPT vs VT
+221.8%
-293.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.0% |
| 7D | -7.7% | +2.4% | -10.1% | -10.0% |
| 30D | -45.4% | -1.5% | -43.9% | -44.5% |
| 3M | -59.3% | -4.1% | -55.2% | -57.3% |
| 6M | -65.8% | +0.6% | -66.3% | -66.0% |
| YTD | -64.5% | +11.0% | -75.5% | -68.5% |
| 1Y | -63.8% | +13.3% | -77.1% | -68.5% |
| 3Y | -47.4% | +73.4% | -120.8% | -71.5% |
| 5Y | -88.0% | +57.4% | -145.4% | -92.7% |
| All | -71.6% | +221.8% | -293.3% | -92.0% |
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