-34.6%
MP vs VWO
+5.9%
-40.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -8.3% |
| 7D | -12.5% | -1.3% | -11.2% | -10.4% |
| 30D | -23.3% | -7.1% | -16.2% | -11.4% |
| 3M | -24.4% | -6.1% | -18.3% | -14.1% |
| 6M | -45.8% | -3.9% | -41.9% | -40.7% |
| YTD | -28.9% | +5.0% | -33.9% | -41.0% |
| 1Y | -34.6% | +6.0% | -40.6% | -46.7% |
| All | -34.6% | +5.9% | -40.5% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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