+387.9%
MPTI vs VT
+113.6%
+274.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -3.9% |
| 7D | -7.9% | -0.3% | -7.6% | -7.6% |
| 30D | -15.8% | -1.4% | -14.4% | -14.2% |
| 3M | -27.7% | -1.4% | -26.3% | -26.5% |
| 6M | -10.1% | +5.5% | -15.6% | -15.4% |
| YTD | +20.1% | +12.8% | +7.3% | +4.5% |
| 1Y | +17.1% | +15.4% | +1.7% | -0.6% |
| 3Y | +145.4% | +76.9% | +68.5% | +51.0% |
| All | +387.9% | +113.6% | +274.3% | +185.0% |
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