+98.9%
MPTI vs VT
+74.4%
+24.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.5% |
| 7D | -1.0% | -0.1% | -0.9% | -0.4% |
| 30D | -8.8% | -3.1% | -5.7% | -3.7% |
| 3M | -23.9% | -3.5% | -20.4% | -19.2% |
| 6M | -20.6% | +0.5% | -21.1% | -20.7% |
| YTD | +21.1% | +10.8% | +10.3% | +3.9% |
| 1Y | +18.4% | +11.9% | +6.5% | +0.1% |
| 3Y | +98.9% | +73.0% | +25.9% | +22.9% |
| All | +98.9% | +74.4% | +24.4% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling