-40.7%
MP vs VO
+15.0%
-55.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | -2.1% |
| 7D | +2.3% | +0.2% | +2.1% | +1.9% |
| 30D | -15.3% | +2.0% | -17.3% | -18.9% |
| 3M | -33.5% | -0.3% | -33.2% | -32.6% |
| 6M | -45.5% | +7.3% | -52.8% | -52.9% |
| YTD | -27.3% | +15.0% | -42.3% | -46.0% |
| 1Y | -40.7% | +14.7% | -55.4% | -55.5% |
| All | -40.7% | +15.0% | -55.7% | -55.5% |
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