-86.8%
MPT price history and return analytics
+53.4%
-140.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.9% |
| 7D | -19.6% | -2.3% | -17.2% | -17.5% |
| 30D | -44.0% | -5.0% | -39.0% | -41.0% |
| 3M | -59.7% | -4.9% | -54.8% | -57.6% |
| 6M | -63.9% | -1.5% | -62.3% | -63.3% |
| YTD | -61.5% | +8.5% | -70.0% | -64.7% |
| 1Y | -61.2% | +11.4% | -72.6% | -65.3% |
| 3Y | -53.9% | +70.1% | -124.0% | -74.0% |
| All | -86.8% | +53.4% | -140.2% | -91.9% |
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