+277.5%
MP vs VFC
-59.3%
+336.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +5.7% |
| 7D | -1.6% | +7.7% | -9.2% | -4.1% |
| 30D | -18.2% | +39.2% | -57.4% | -27.3% |
| 3M | -26.1% | +40.3% | -66.4% | -34.7% |
| 6M | -44.0% | +11.4% | -55.4% | -47.2% |
| YTD | -25.3% | +17.5% | -42.8% | -31.1% |
| 1Y | -35.6% | +45.9% | -81.4% | -45.5% |
| 3Y | +147.1% | +47.3% | +99.7% | +73.9% |
| 5Y | -11.3% | -67.2% | +55.9% | +42.5% |
| All | +277.5% | -59.3% | +336.8% | +470.1% |
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