-28.2%
MPT price history and return analytics
+345.0%
-373.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.1% | -4.2% | -3.6% |
| 7D | -23.0% | -4.2% | -18.8% | -18.8% |
| 30D | -43.0% | -5.8% | -37.2% | -38.8% |
| 3M | -58.7% | -5.2% | -53.5% | -55.9% |
| 6M | -61.0% | +0.1% | -61.1% | -61.1% |
| YTD | -60.0% | +8.2% | -68.3% | -63.8% |
| 1Y | -58.3% | +10.1% | -68.4% | -63.1% |
| 3Y | -55.7% | +69.7% | -125.3% | -76.4% |
| 5Y | -86.3% | +53.4% | -139.7% | -91.8% |
| 10Y | -67.4% | +219.2% | -286.7% | -91.8% |
| All | -28.2% | +345.0% | -373.1% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling