+264.6%
MP vs VMC
+155.1%
+109.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -2.9% |
| 7D | -3.6% | +1.1% | -4.8% | -4.5% |
| 30D | -21.0% | +17.7% | -38.7% | -29.7% |
| 3M | -33.3% | +1.1% | -34.4% | -34.0% |
| 6M | -45.9% | +1.8% | -47.8% | -47.8% |
| YTD | -27.8% | +1.5% | -29.3% | -31.0% |
| 1Y | -43.2% | -1.1% | -42.0% | -44.6% |
| 3Y | +144.0% | +38.8% | +105.3% | +75.7% |
| 5Y | -6.1% | +49.6% | -55.7% | -38.1% |
| All | +264.6% | +155.1% | +109.5% | +83.9% |
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