+106.9%
MP vs VLTO
+54.7%
+52.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -5.2% |
| 7D | -12.5% | +13.8% | -26.4% | -15.7% |
| 30D | -23.3% | +21.2% | -44.5% | -27.5% |
| 3M | -24.4% | +21.5% | -45.8% | -28.7% |
| 6M | -45.8% | +33.0% | -78.7% | -51.0% |
| YTD | -28.9% | +17.8% | -46.7% | -32.3% |
| 1Y | -34.6% | +18.1% | -52.7% | -37.9% |
| 3Y | +118.7% | +67.6% | +51.1% | +60.2% |
| All | +106.9% | +54.7% | +52.1% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling