-40.7%
MP vs VMC
-2.2%
-38.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.1% |
| 7D | +2.3% | -4.3% | +6.6% | +4.0% |
| 30D | -15.3% | +16.2% | -31.5% | -20.2% |
| 3M | -33.5% | -0.8% | -32.7% | -34.0% |
| 6M | -45.5% | +1.2% | -46.7% | -47.2% |
| YTD | -27.3% | +0.5% | -27.8% | -32.6% |
| 1Y | -40.7% | -2.9% | -37.8% | -43.6% |
| All | -40.7% | -2.2% | -38.5% | -43.6% |
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