+443.0%
MP vs VWO
+82.3%
+360.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.0% |
| 7D | -0.7% | +0.2% | -0.9% | -1.0% |
| 30D | -0.7% | +0.9% | -1.6% | -1.9% |
| 3M | 0.0% | +4.3% | -4.3% | -5.3% |
| 6M | -10.0% | +10.5% | -20.5% | -21.1% |
| YTD | +7.5% | +13.4% | -5.9% | -9.1% |
| 1Y | -14.0% | +18.6% | -32.6% | -32.0% |
| 3Y | +153.5% | +65.8% | +87.7% | +22.2% |
| 5Y | +62.7% | +35.2% | +27.5% | +6.5% |
| All | +443.0% | +82.3% | +360.7% | +241.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling