+58.1%
MP vs VO
+42.6%
+15.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.8% |
| 7D | -2.9% | -0.3% | -2.6% | -2.4% |
| 30D | +13.8% | -0.3% | +14.2% | +14.8% |
| 3M | -16.7% | +2.9% | -19.6% | -20.3% |
| 6M | -11.5% | +9.3% | -20.8% | -23.0% |
| YTD | +7.9% | +14.2% | -6.3% | -12.7% |
| 1Y | -15.0% | +15.3% | -30.3% | -32.4% |
| 3Y | +153.5% | +56.2% | +97.3% | +19.0% |
| All | +58.1% | +42.6% | +15.5% | -1.6% |
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