+469.2%
MPTI vs VT
+118.4%
+350.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | -3.1% | +0.4% | -3.6% | -3.7% |
| 30D | -14.6% | +1.0% | -15.5% | -15.6% |
| 3M | -19.3% | +2.4% | -21.7% | -21.4% |
| 6M | +11.4% | +12.0% | -0.6% | -2.3% |
| YTD | +40.1% | +15.3% | +24.8% | +18.7% |
| 1Y | +65.3% | +22.6% | +42.7% | +30.7% |
| 3Y | +287.4% | +74.7% | +212.7% | +132.4% |
| All | +469.2% | +118.4% | +350.9% | +223.7% |
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