+287.6%
MP vs VMC
+147.4%
+140.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.9% |
| 7D | +9.5% | -1.3% | +10.7% | +10.4% |
| 30D | -3.0% | +15.5% | -18.4% | -12.6% |
| 3M | -30.4% | +0.6% | -30.9% | -31.0% |
| 6M | -39.2% | +2.1% | -41.2% | -41.5% |
| YTD | -23.3% | -1.6% | -21.7% | -25.2% |
| 1Y | -32.6% | -1.2% | -31.5% | -34.5% |
| 3Y | +159.3% | +35.3% | +123.9% | +89.6% |
| 5Y | -16.4% | +43.6% | -60.0% | -43.5% |
| All | +287.6% | +147.4% | +140.2% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling