-15.1%
MP vs VO
+32.6%
-47.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.1% | +5.2% |
| 7D | -10.5% | -2.6% | -8.0% | -6.4% |
| 30D | -23.5% | -0.9% | -22.6% | -22.1% |
| 3M | -25.4% | -3.0% | -22.4% | -20.9% |
| 6M | -51.3% | +2.2% | -53.5% | -52.5% |
| YTD | -29.9% | +10.6% | -40.5% | -39.7% |
| 1Y | -31.8% | +12.5% | -44.3% | -42.9% |
| 3Y | +127.0% | +61.4% | +65.6% | +1.3% |
| All | -15.1% | +32.6% | -47.7% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling