-34.6%
MP vs VFC
+52.5%
-87.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.4% | -9.5% | -6.0% |
| 7D | -12.5% | +21.5% | -34.0% | -16.3% |
| 30D | -23.3% | +46.7% | -70.0% | -30.0% |
| 3M | -24.4% | +38.4% | -62.7% | -30.1% |
| 6M | -45.8% | +15.2% | -61.0% | -47.8% |
| YTD | -28.9% | +17.8% | -46.7% | -31.3% |
| 1Y | -34.6% | +55.6% | -90.2% | -33.9% |
| All | -34.6% | +52.5% | -87.1% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling