+153.3%
MP vs VMC
+21.0%
+132.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | -2.9% | -4.3% | +1.5% | -0.8% |
| 30D | +13.8% | -8.2% | +22.1% | +18.5% |
| 3M | -16.7% | -7.0% | -9.7% | -14.8% |
| 6M | -11.5% | -10.8% | -0.7% | -7.7% |
| YTD | +7.9% | -7.4% | +15.3% | +9.4% |
| 1Y | -15.0% | -9.5% | -5.5% | -12.7% |
| All | +153.3% | +21.0% | +132.2% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling