+150.8%
VTI vs MP
+257.7%
-106.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.6% | -0.1% |
| 7D | -2.6% | -10.5% | +7.9% | -1.6% |
| 30D | -5.0% | -23.5% | +18.5% | -2.7% |
| 3M | -4.3% | -25.4% | +21.2% | -2.0% |
| 6M | +0.6% | -51.3% | +51.8% | +6.6% |
| YTD | +8.9% | -29.9% | +38.8% | +10.6% |
| 1Y | +11.1% | -31.8% | +43.0% | +12.8% |
| 3Y | +74.5% | +127.0% | -52.5% | +45.1% |
| 5Y | +60.1% | -3.3% | +63.4% | +44.4% |
| All | +150.8% | +257.7% | -106.9% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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