-40.7%
MP vs VIG
+17.7%
-58.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | -0.8% |
| 7D | +2.3% | -0.3% | +2.6% | +3.0% |
| 30D | -15.3% | +4.9% | -20.2% | -23.6% |
| 3M | -33.5% | +2.9% | -36.4% | -37.5% |
| 6M | -45.5% | +11.2% | -56.7% | -56.9% |
| YTD | -27.3% | +16.0% | -43.3% | -48.3% |
| 1Y | -40.7% | +17.0% | -57.7% | -58.2% |
| All | -40.7% | +17.7% | -58.5% | -58.2% |
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