-34.6%
MP vs VMC
+3.7%
-38.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.6% | -9.7% | -6.7% |
| 7D | -12.5% | +12.3% | -24.9% | -16.6% |
| 30D | -23.3% | +21.2% | -44.6% | -29.1% |
| 3M | -24.4% | +4.6% | -29.0% | -26.3% |
| 6M | -45.8% | +3.9% | -49.6% | -47.7% |
| YTD | -28.9% | +5.0% | -33.9% | -35.5% |
| 1Y | -34.6% | +2.6% | -37.2% | -39.1% |
| All | -34.6% | +3.7% | -38.3% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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