-13.9%
MP vs VMC
+48.5%
-62.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.4% |
| 7D | +2.3% | -4.3% | +6.6% | +5.5% |
| 30D | -15.3% | +16.2% | -31.5% | -24.1% |
| 3M | -33.5% | -0.8% | -32.7% | -33.4% |
| 6M | -45.5% | +1.2% | -46.7% | -47.2% |
| YTD | -27.3% | +0.5% | -27.8% | -30.2% |
| 1Y | -40.7% | -2.9% | -37.8% | -41.6% |
| 3Y | +145.9% | +37.3% | +108.5% | +71.5% |
| 5Y | -13.9% | +48.8% | -62.7% | -45.7% |
| All | -13.9% | +48.5% | -62.4% | -45.7% |
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