-59.8%
MPAA price history and return analytics
+57.4%
-117.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.6% | +2.6% | -29.2% | -29.4% |
| 7D | -25.8% | +0.4% | -26.1% | -26.8% |
| 30D | -25.9% | -2.6% | -23.3% | -24.5% |
| 3M | -43.4% | -3.2% | -40.1% | -41.8% |
| 6M | -33.8% | +0.9% | -34.7% | -35.5% |
| YTD | -37.4% | +11.3% | -48.7% | -45.7% |
| 1Y | -55.6% | +14.0% | -69.6% | -62.8% |
| 3Y | -4.1% | +75.8% | -79.9% | -52.1% |
| 5Y | -59.8% | +57.8% | -117.6% | -76.1% |
| All | -59.8% | +57.4% | -117.2% | -76.1% |
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