+443.0%
MP vs VYM
+143.7%
+299.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.0% |
| 7D | -0.7% | -1.0% | +0.2% | +0.9% |
| 30D | -0.7% | -2.0% | +1.4% | +3.0% |
| 3M | 0.0% | +3.1% | -3.1% | -5.0% |
| 6M | -10.0% | +8.9% | -18.8% | -21.6% |
| YTD | +7.5% | +14.7% | -7.2% | -14.3% |
| 1Y | -14.0% | +19.4% | -33.4% | -35.9% |
| 3Y | +153.5% | +65.4% | +88.1% | +7.4% |
| 5Y | +62.7% | +77.6% | -14.8% | -34.6% |
| All | +443.0% | +143.7% | +299.3% | +56.6% |
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