+388.2%
MPTI price history and return analytics
+110.8%
+277.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.6% | +3.4% | +2.7% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | -9.5% | -2.6% | -6.9% | -6.0% |
| 3M | -27.4% | -3.2% | -24.1% | -24.0% |
| 6M | -21.2% | +0.9% | -22.2% | -21.5% |
| YTD | +20.2% | +11.3% | +8.9% | +6.8% |
| 1Y | +20.6% | +14.0% | +6.6% | +4.4% |
| 3Y | +122.0% | +75.8% | +46.2% | +39.1% |
| All | +388.2% | +110.8% | +277.4% | +191.2% |
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