-70.9%
MPT price history and return analytics
+222.7%
-293.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.3% |
| 7D | -9.0% | +2.9% | -11.9% | -11.8% |
| 30D | -45.4% | -2.5% | -42.9% | -43.8% |
| 3M | -56.8% | -3.3% | -53.4% | -55.1% |
| 6M | -65.1% | +1.5% | -66.6% | -65.7% |
| YTD | -63.7% | +11.4% | -75.0% | -67.8% |
| 1Y | -62.9% | +11.9% | -74.8% | -67.3% |
| 3Y | -48.2% | +73.9% | -122.0% | -72.0% |
| 5Y | -87.7% | +57.9% | -145.6% | -92.6% |
| All | -70.9% | +222.7% | -293.6% | -91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling