+127.0%
MP vs VMC
+38.8%
+88.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.4% |
| 7D | -10.5% | +0.5% | -11.0% | -10.9% |
| 30D | -23.5% | +15.8% | -39.3% | -29.0% |
| 3M | -25.4% | +0.6% | -26.0% | -25.9% |
| 6M | -51.3% | -4.0% | -47.2% | -51.0% |
| YTD | -29.9% | -0.3% | -29.6% | -31.7% |
| 1Y | -31.8% | -0.5% | -31.3% | -33.4% |
| 3Y | +127.0% | +39.6% | +87.4% | +64.2% |
| All | +127.0% | +38.8% | +88.2% | +64.2% |
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