+131.7%
MP vs VWO
+52.6%
+79.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +1.8% |
| 7D | -10.5% | -0.4% | -10.1% | -10.0% |
| 30D | -23.5% | -7.6% | -15.9% | -13.0% |
| 3M | -25.4% | -7.6% | -17.8% | -14.9% |
| 6M | -51.3% | -8.7% | -42.6% | -42.8% |
| YTD | -29.9% | +3.2% | -33.1% | -31.1% |
| 1Y | -31.8% | +3.6% | -35.4% | -33.1% |
| All | +131.7% | +52.6% | +79.2% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling