-15.1%
MP vs VMC
+42.5%
-57.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.6% |
| 7D | -10.5% | +0.5% | -11.0% | -11.1% |
| 30D | -23.5% | +15.8% | -39.3% | -31.4% |
| 3M | -25.4% | +0.6% | -26.0% | -26.1% |
| 6M | -51.3% | -4.0% | -47.2% | -50.9% |
| YTD | -29.9% | -0.3% | -29.6% | -32.5% |
| 1Y | -31.8% | -0.5% | -31.3% | -34.2% |
| 3Y | +127.0% | +39.6% | +87.4% | +55.0% |
| All | -15.1% | +42.5% | -57.5% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling