+35.1%
MP vs ROIV
+270.3%
-235.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.2% | -1.2% | +3.7% |
| 7D | -10.5% | +5.3% | -15.9% | -11.5% |
| 30D | -23.5% | +11.9% | -35.4% | -25.3% |
| 3M | -25.4% | +10.7% | -36.1% | -27.3% |
| 6M | -51.3% | +34.9% | -86.2% | -54.5% |
| YTD | -29.9% | +79.2% | -109.1% | -38.1% |
| 1Y | -31.8% | +89.0% | -120.9% | -40.4% |
| 3Y | +127.0% | +337.3% | -210.4% | +69.4% |
| 5Y | -3.3% | +402.3% | -405.6% | -36.3% |
| All | +35.1% | +270.3% | -235.2% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling