+445.3%
MP vs VMC
+132.7%
+312.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.8% |
| 7D | -2.9% | -4.3% | +1.5% | +0.1% |
| 30D | +13.8% | -8.2% | +22.1% | +20.9% |
| 3M | -16.7% | -7.0% | -9.7% | -13.8% |
| 6M | -11.5% | -10.8% | -0.7% | -6.0% |
| YTD | +7.9% | -7.4% | +15.3% | +10.4% |
| 1Y | -15.0% | -9.5% | -5.5% | -11.7% |
| 3Y | +153.5% | +20.5% | +133.0% | +102.6% |
| 5Y | +58.7% | +51.6% | +7.1% | +5.2% |
| All | +445.3% | +132.7% | +312.6% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling