-86.8%
MPT vs VT
+57.5%
-144.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -9.9% | -0.1% | -9.8% | -9.6% |
| 30D | -42.0% | -3.1% | -39.0% | -40.2% |
| 3M | -55.1% | -3.5% | -51.6% | -53.4% |
| 6M | -63.3% | +0.5% | -63.7% | -63.4% |
| YTD | -61.3% | +10.8% | -72.1% | -65.2% |
| 1Y | -60.4% | +11.9% | -72.2% | -64.7% |
| 3Y | -44.8% | +73.0% | -117.8% | -69.4% |
| 5Y | -86.8% | +58.6% | -145.4% | -92.1% |
| All | -86.8% | +57.5% | -144.4% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling