-43.2%
MP vs VIG
+17.3%
-60.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | -2.0% |
| 7D | -3.6% | +1.0% | -4.6% | -5.6% |
| 30D | -21.0% | +4.5% | -25.5% | -28.2% |
| 3M | -33.3% | +2.1% | -35.4% | -36.1% |
| 6M | -45.9% | +10.5% | -56.4% | -56.4% |
| YTD | -27.8% | +15.1% | -42.9% | -47.4% |
| 1Y | -43.2% | +16.9% | -60.1% | -59.6% |
| All | -43.2% | +17.3% | -60.5% | -59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling