+116.3%
MP vs VFC
+39.3%
+77.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -5.4% |
| 7D | -19.0% | +10.9% | -29.8% | -21.1% |
| 30D | -30.5% | +40.6% | -71.1% | -36.2% |
| 3M | -29.6% | +34.4% | -64.0% | -34.8% |
| 6M | -50.4% | +12.3% | -62.7% | -52.4% |
| YTD | -33.2% | +14.4% | -47.6% | -36.3% |
| 1Y | -38.6% | +40.6% | -79.2% | -44.6% |
| All | +116.3% | +39.3% | +77.0% | +74.6% |
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 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