-16.8%
MP vs VWO
+24.6%
-41.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +1.7% |
| 7D | -10.5% | -0.4% | -10.1% | -10.0% |
| 30D | -23.5% | -7.6% | -15.9% | -12.7% |
| 3M | -25.4% | -7.6% | -17.8% | -14.6% |
| 6M | -51.3% | -8.7% | -42.6% | -42.5% |
| YTD | -29.9% | +3.2% | -33.1% | -31.6% |
| 1Y | -31.8% | +3.6% | -35.4% | -33.6% |
| 3Y | +127.0% | +51.8% | +75.2% | +16.3% |
| All | -16.8% | +24.6% | -41.3% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling