+153.3%
MP vs VFC
-28.0%
+181.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.8% |
| 7D | -2.9% | -1.6% | -1.2% | -2.4% |
| 30D | +13.8% | -11.6% | +25.4% | +17.4% |
| 3M | -16.7% | -18.1% | +1.4% | -13.1% |
| 6M | -11.5% | -27.4% | +15.9% | -4.8% |
| YTD | +7.9% | -24.8% | +32.8% | +14.6% |
| 1Y | -15.0% | -8.2% | -6.8% | -15.4% |
| All | +153.3% | -28.0% | +181.3% | +131.5% |
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