+267.3%
MP vs VO
+121.6%
+145.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | -1.5% |
| 7D | +2.3% | +0.2% | +2.1% | +2.1% |
| 30D | -15.3% | +2.0% | -17.3% | -18.0% |
| 3M | -33.5% | -0.3% | -33.2% | -32.8% |
| 6M | -45.5% | +7.3% | -52.8% | -51.3% |
| YTD | -27.3% | +15.0% | -42.3% | -41.7% |
| 1Y | -40.7% | +14.7% | -55.4% | -52.2% |
| 3Y | +145.9% | +67.3% | +78.6% | +2.1% |
| 5Y | -13.9% | +38.8% | -52.7% | -46.3% |
| All | +267.3% | +121.6% | +145.7% | +32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling