+267.3%
MP vs VYM
+148.5%
+118.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.9% |
| 7D | +2.3% | -0.2% | +2.4% | +2.7% |
| 30D | -15.3% | +3.6% | -18.9% | -20.3% |
| 3M | -33.5% | -0.1% | -33.4% | -33.3% |
| 6M | -45.5% | +7.1% | -52.7% | -51.5% |
| YTD | -27.3% | +17.0% | -44.3% | -44.0% |
| 1Y | -40.7% | +19.0% | -59.7% | -55.5% |
| 3Y | +145.9% | +74.4% | +71.4% | -5.3% |
| 5Y | -13.9% | +72.7% | -86.6% | -64.5% |
| All | +267.3% | +148.5% | +118.8% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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