Back to Glossary
Glossary · M

Modern Portfolio Theory (MPT)

Framework for constructing portfolios that maximize expected return for a given level of risk through diversification.

Portfolio Theory5 tags
Definition

What it means

Modern Portfolio Theory (MPT), developed by Harry Markowitz in 1952, is a framework for constructing portfolios that maximize expected return for a given level of risk. The key insight is that portfolio risk depends not just on individual asset risk, but on how assets correlate with each other.

Formula

The math

Portfolio Variance = Σ(weights × variances) + 2 × Σ(weight pairs × covariances)

The magic of MPT is in the covariance terms: when assets don't move together perfectly, combining them reduces overall portfolio risk below the weighted average of individual risks.

Interpretation

How to read it

  • Core InsightDiversification can reduce risk without reducing expected return
  • Optimal PortfoliosLie on the efficient frontier - maximum return for given risk
Example

Worked example

Two stocks each with 20% volatility but 0 correlation combine into a portfolio with only 14.1% volatility (if equally weighted). The risk reduction is 'free' - expected return stays the same.

Why it matters

In context

MPT revolutionized investment management by formalizing diversification. It's the foundation of index investing, asset allocation strategies, and most institutional portfolio construction.

Pitfalls

Common mistakes to avoid

  • Assuming correlations and returns are perfectly predictable
  • Ignoring that MPT assumes normal distributions (doesn't capture tail risk)
  • Over-optimizing based on historical data (garbage in, garbage out)
Read more on Investopedia
Related terms

Keep exploring

Learn more

Articles

Try it free

See Modern Portfolio Theory (MPT) in action

Portfolio Genius calculates modern portfolio theory (mpt) and other key metrics automatically for your portfolio. Get AI-powered insights in seconds.