-13.7%
MPA price history and return analytics
+65.7%
-79.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -4.4% | -0.7% | -3.7% | -4.3% |
| 3M | -5.2% | +4.0% | -9.2% | -6.0% |
| 6M | -3.7% | +12.3% | -16.0% | -6.1% |
| YTD | -1.2% | +14.0% | -15.2% | -3.9% |
| 1Y | +0.8% | +20.3% | -19.5% | -3.1% |
| 3Y | +15.8% | +75.4% | -59.6% | +2.7% |
| 5Y | -13.7% | +66.0% | -79.7% | -24.3% |
| All | -13.7% | +65.7% | -79.4% | -24.3% |
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