-10.9%
MP vs VO
+36.2%
-47.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +9.5% | +3.1% | +6.4% | +3.8% |
| 30D | -3.0% | +2.2% | -5.2% | -6.5% |
| 3M | -30.4% | -2.5% | -27.9% | -26.8% |
| 6M | -39.2% | +7.0% | -46.1% | -45.3% |
| YTD | -23.3% | +14.0% | -37.3% | -37.3% |
| 1Y | -32.6% | +15.6% | -48.3% | -46.2% |
| 3Y | +159.3% | +66.2% | +93.1% | +10.9% |
| All | -10.9% | +36.2% | -47.1% | -41.7% |
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