-34.6%
MP vs VO
+16.3%
-50.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.9% | -5.9% | -7.1% |
| 7D | -12.5% | +1.0% | -13.5% | -14.6% |
| 30D | -23.3% | +2.6% | -26.0% | -27.8% |
| 3M | -24.4% | -0.3% | -24.1% | -23.3% |
| 6M | -45.8% | +7.6% | -53.3% | -53.8% |
| YTD | -28.9% | +14.7% | -43.7% | -48.8% |
| 1Y | -34.6% | +16.4% | -51.0% | -54.4% |
| All | -34.6% | +16.3% | -50.9% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling