+94.4%
MP vs VLTO
+54.1%
+40.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | -19.0% | +12.0% | -31.0% | -21.5% |
| 30D | -30.5% | +20.8% | -51.3% | -34.2% |
| 3M | -29.6% | +20.1% | -49.7% | -33.3% |
| 6M | -50.4% | +32.6% | -83.0% | -55.2% |
| YTD | -33.2% | +17.3% | -50.5% | -36.3% |
| 1Y | -38.6% | +17.3% | -55.9% | -41.6% |
| 3Y | +105.5% | +66.9% | +38.6% | +50.7% |
| All | +94.4% | +54.1% | +40.2% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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