-21.7%
MPT vs VT
+363.9%
-385.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | -0.5% |
| 7D | -25.5% | -0.3% | -25.2% | -25.1% |
| 30D | -38.1% | -1.4% | -36.6% | -37.0% |
| 3M | -54.9% | -1.4% | -53.5% | -54.0% |
| 6M | -57.0% | +5.5% | -62.4% | -59.6% |
| YTD | -56.4% | +12.8% | -69.3% | -62.5% |
| 1Y | -55.1% | +15.4% | -70.5% | -62.4% |
| 3Y | -51.6% | +76.9% | -128.5% | -75.5% |
| 5Y | -84.9% | +60.4% | -145.3% | -91.4% |
| 10Y | -64.5% | +232.8% | -297.3% | -91.5% |
| All | -21.7% | +363.9% | -385.5% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling