+237.4%
MP vs VFC
-60.4%
+297.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -5.1% |
| 7D | -19.0% | +10.9% | -29.8% | -22.0% |
| 30D | -30.5% | +40.6% | -71.1% | -38.5% |
| 3M | -29.6% | +34.4% | -64.0% | -36.8% |
| 6M | -50.4% | +12.3% | -62.7% | -53.3% |
| YTD | -33.2% | +14.4% | -47.6% | -37.9% |
| 1Y | -38.6% | +40.6% | -79.2% | -47.3% |
| 3Y | +105.5% | +40.1% | +65.4% | +47.5% |
| 5Y | -7.8% | -67.6% | +59.7% | +48.1% |
| All | +237.4% | -60.4% | +297.8% | +414.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling