-99.3%
MPU vs VT
+58.5%
-157.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.2% |
| 7D | -4.5% | +2.9% | -7.4% | -7.5% |
| 30D | -52.6% | -2.5% | -50.1% | -51.3% |
| 3M | -69.5% | -3.3% | -66.2% | -68.4% |
| 6M | -88.1% | +1.5% | -89.7% | -88.6% |
| YTD | -93.0% | +11.4% | -104.3% | -94.0% |
| 1Y | -93.6% | +11.9% | -105.5% | -94.6% |
| 3Y | -90.4% | +73.9% | -164.3% | -95.1% |
| 5Y | -99.3% | +57.9% | -157.2% | -99.6% |
| All | -99.3% | +58.5% | -157.8% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling