-15.0%
MPA price history and return analytics
+57.4%
-72.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | +2.9% | +0.4% | +2.6% | +2.8% |
| 30D | +8.3% | -2.6% | +10.8% | +8.8% |
| 3M | -4.4% | -3.2% | -1.1% | -3.7% |
| 6M | -5.9% | +0.9% | -6.9% | -6.2% |
| YTD | -1.3% | +11.3% | -12.6% | -3.7% |
| 1Y | -2.4% | +14.0% | -16.4% | -5.2% |
| 3Y | +18.2% | +75.8% | -57.6% | +4.2% |
| 5Y | -15.0% | +57.8% | -72.9% | -25.0% |
| All | -15.0% | +57.4% | -72.4% | -25.0% |
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 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