-37.3%
MP vs VFC
+36.5%
-73.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +4.9% | +2.6% |
| 7D | +11.0% | -1.4% | +12.4% | +11.3% |
| 30D | -11.7% | +24.6% | -36.4% | -16.0% |
| 3M | -30.8% | +38.4% | -69.2% | -36.0% |
| 6M | -42.9% | +15.3% | -58.2% | -45.3% |
| YTD | -25.9% | +12.7% | -38.6% | -27.3% |
| 1Y | -37.3% | +32.7% | -70.0% | -35.6% |
| All | -37.3% | +36.5% | -73.8% | -35.6% |
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