+264.6%
MP vs VIG
+140.7%
+123.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | -1.4% |
| 7D | -3.6% | +1.0% | -4.6% | -5.4% |
| 30D | -21.0% | +4.5% | -25.5% | -26.8% |
| 3M | -33.3% | +2.1% | -35.4% | -35.6% |
| 6M | -45.9% | +10.5% | -56.4% | -54.2% |
| YTD | -27.8% | +15.1% | -42.9% | -42.4% |
| 1Y | -43.2% | +16.9% | -60.1% | -55.7% |
| 3Y | +144.0% | +65.6% | +78.5% | +6.5% |
| 5Y | -6.1% | +64.4% | -70.5% | -57.3% |
| All | +264.6% | +140.7% | +123.9% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling