+127.0%
MP vs VFC
+39.5%
+87.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | -10.5% | +11.2% | -21.7% | -12.9% |
| 30D | -23.5% | +41.5% | -65.1% | -30.0% |
| 3M | -25.4% | +38.9% | -64.4% | -31.5% |
| 6M | -51.3% | +6.1% | -57.4% | -52.6% |
| YTD | -29.9% | +14.5% | -44.5% | -33.2% |
| 1Y | -31.8% | +46.0% | -77.8% | -39.1% |
| 3Y | +127.0% | +36.4% | +90.6% | +83.1% |
| All | +127.0% | +39.5% | +87.5% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling