-45.8%
MP vs VLTO
+34.3%
-80.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -4.6% |
| 7D | -12.5% | +13.8% | -26.4% | -3.6% |
| 30D | -23.3% | +21.2% | -44.5% | -11.4% |
| 3M | -24.4% | +21.5% | -45.8% | -12.7% |
| 6M | -45.8% | +33.0% | -78.7% | -29.0% |
| All | -45.8% | +34.3% | -80.1% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling