+274.5%
MP vs VIG
+142.6%
+131.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +11.0% | +3.1% | +7.9% | +5.7% |
| 30D | -11.7% | +5.0% | -16.8% | -18.7% |
| 3M | -30.8% | +2.7% | -33.5% | -33.8% |
| 6M | -42.9% | +11.0% | -53.9% | -51.9% |
| YTD | -25.9% | +16.0% | -41.8% | -41.5% |
| 1Y | -37.3% | +16.3% | -53.5% | -50.5% |
| 3Y | +150.7% | +66.8% | +83.8% | +8.2% |
| 5Y | -19.3% | +64.8% | -84.0% | -63.5% |
| All | +274.5% | +142.6% | +131.9% | +7.5% |
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