+254.1%
MP vs VFC
-60.3%
+314.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | -10.5% | +11.2% | -21.7% | -13.9% |
| 30D | -23.5% | +41.5% | -65.1% | -32.5% |
| 3M | -25.4% | +38.9% | -64.4% | -33.9% |
| 6M | -51.3% | +6.1% | -57.4% | -53.2% |
| YTD | -29.9% | +14.5% | -44.5% | -34.8% |
| 1Y | -31.8% | +46.0% | -77.8% | -42.4% |
| 3Y | +127.0% | +36.4% | +90.6% | +65.5% |
| 5Y | -3.3% | -67.5% | +64.3% | +55.4% |
| All | +254.1% | -60.3% | +314.4% | +439.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling