+640.8%
VTI vs MPC
+3,087.4%
-2,446.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.5% |
| 7D | -0.7% | +2.6% | -3.3% | -1.3% |
| 30D | -1.9% | -12.2% | +10.3% | +0.9% |
| 3M | -1.4% | +20.1% | -21.5% | -6.3% |
| 6M | +3.5% | +60.6% | -57.1% | -9.0% |
| YTD | +12.6% | +150.6% | -138.0% | -12.3% |
| 1Y | +12.7% | +104.7% | -91.9% | -7.6% |
| 3Y | +78.8% | +194.5% | -115.7% | +30.5% |
| 5Y | +67.2% | +582.3% | -515.1% | -4.1% |
| 10Y | +293.9% | +1,135.3% | -841.4% | +75.0% |
| All | +640.8% | +3,087.4% | -2,446.6% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling