+360.6%
MPTI vs VT
+105.4%
+255.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.0% |
| 7D | -8.8% | -2.3% | -6.5% | -5.8% |
| 30D | -18.8% | -5.0% | -13.8% | -13.1% |
| 3M | -31.8% | -4.9% | -26.9% | -27.2% |
| 6M | -17.6% | -1.5% | -16.0% | -15.3% |
| YTD | +13.4% | +8.5% | +4.9% | +4.0% |
| 1Y | +13.5% | +11.4% | +2.1% | +1.1% |
| 3Y | +100.1% | +70.1% | +30.0% | +29.8% |
| All | +360.6% | +105.4% | +255.2% | +183.6% |
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