+445.3%
MP vs VWO
+84.0%
+361.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.3% |
| 7D | -2.9% | +1.1% | -3.9% | -4.4% |
| 30D | +13.8% | +2.4% | +11.4% | +10.0% |
| 3M | -16.7% | +2.0% | -18.7% | -18.3% |
| 6M | -11.5% | +10.7% | -22.2% | -22.5% |
| YTD | +7.9% | +14.4% | -6.5% | -10.0% |
| 1Y | -15.0% | +22.7% | -37.7% | -36.3% |
| 3Y | +153.5% | +64.2% | +89.3% | +23.9% |
| 5Y | +58.7% | +35.8% | +22.9% | +3.0% |
| All | +445.3% | +84.0% | +361.3% | +238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling