-37.3%
MP vs VTV
+23.9%
-61.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.7% |
| 7D | +11.0% | +2.3% | +8.7% | +6.5% |
| 30D | -11.7% | +3.8% | -15.5% | -17.9% |
| 3M | -30.8% | +1.7% | -32.5% | -32.9% |
| 6M | -42.9% | +10.9% | -53.8% | -53.1% |
| YTD | -25.9% | +21.7% | -47.6% | -47.2% |
| 1Y | -37.3% | +23.4% | -60.7% | -56.0% |
| All | -37.3% | +23.9% | -61.1% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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