-41.2%
MP vs VFC
+42.4%
-83.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +6.1% |
| 7D | -1.6% | +7.7% | -9.2% | -3.0% |
| 30D | -18.2% | +39.2% | -57.4% | -23.8% |
| 3M | -26.1% | +40.3% | -66.4% | -31.6% |
| 6M | -44.0% | +11.4% | -55.4% | -45.5% |
| YTD | -25.3% | +17.5% | -42.8% | -27.1% |
| All | -41.2% | +42.4% | -83.5% | -38.9% |
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