-13.1%
MP vs VMC
-10.4%
-2.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | -2.9% | -4.3% | +1.5% | -1.2% |
| 30D | +13.8% | -8.2% | +22.1% | +17.6% |
| 3M | -16.7% | -7.0% | -9.7% | -15.7% |
| 6M | -11.5% | -10.8% | -0.7% | -8.5% |
| YTD | +7.9% | -7.4% | +15.3% | +5.0% |
| All | -13.1% | -10.4% | -2.7% | -9.9% |
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 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