+74.0%
VTI vs MPC
+655.4%
-581.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.0% |
| 7D | +0.6% | +3.9% | -3.2% | -0.1% |
| 30D | -1.1% | +33.8% | -34.9% | -6.7% |
| 3M | +3.9% | +49.9% | -46.0% | -4.4% |
| 6M | +14.6% | +80.9% | -66.3% | +0.6% |
| YTD | +13.3% | +147.4% | -134.1% | -7.9% |
| 1Y | +19.2% | +123.2% | -104.0% | -1.0% |
| 3Y | +77.4% | +171.7% | -94.3% | +36.1% |
| 5Y | +74.0% | +678.6% | -604.5% | -3.6% |
| All | +74.0% | +655.4% | -581.4% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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