-17.8%
MP vs VYM
+18.5%
-36.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -4.3% |
| 7D | -4.6% | -1.9% | -2.7% | -0.6% |
| 30D | -7.1% | -2.6% | -4.5% | -1.6% |
| 3M | -4.0% | +3.6% | -7.6% | -10.9% |
| 6M | -16.7% | +8.7% | -25.3% | -30.1% |
| YTD | +1.6% | +14.1% | -12.5% | -21.4% |
| 1Y | -17.8% | +17.8% | -35.6% | -43.2% |
| All | -17.8% | +18.5% | -36.3% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling