+77.9%
MFM vs VOO
+812.0%
-734.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -1.3% | +0.5% | -1.9% | -1.4% |
| 30D | -2.6% | -0.9% | -1.6% | -2.4% |
| 3M | -0.4% | +3.9% | -4.3% | -1.2% |
| 6M | -1.1% | +14.5% | -15.6% | -3.7% |
| YTD | +0.9% | +13.0% | -12.1% | -1.6% |
| 1Y | +6.0% | +19.4% | -13.4% | +2.3% |
| 3Y | +26.2% | +78.9% | -52.7% | +12.0% |
| 5Y | -5.6% | +82.3% | -87.8% | -16.9% |
| 10Y | +18.0% | +314.2% | -296.2% | -8.1% |
| All | +77.9% | +812.0% | -734.1% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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