+65.3%
MPTI vs VT
+23.3%
+41.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | -3.1% | +0.4% | -3.6% | -3.8% |
| 30D | -14.6% | +1.0% | -15.5% | -15.8% |
| 3M | -19.3% | +2.4% | -21.7% | -21.9% |
| 6M | +11.4% | +12.0% | -0.6% | -5.3% |
| YTD | +40.1% | +15.3% | +24.8% | +13.1% |
| 1Y | +65.3% | +22.6% | +42.7% | +20.8% |
| All | +65.3% | +23.3% | +41.9% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling