+150.5%
MP vs VYM
+74.9%
+75.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.8% |
| 7D | +11.0% | +3.3% | +7.7% | +4.9% |
| 30D | -11.7% | +3.8% | -15.5% | -17.2% |
| 3M | -30.8% | -0.4% | -30.4% | -30.2% |
| 6M | -42.9% | +7.1% | -50.0% | -49.1% |
| YTD | -25.9% | +17.1% | -43.0% | -42.6% |
| 1Y | -37.3% | +18.4% | -55.7% | -52.2% |
| All | +150.5% | +74.9% | +75.6% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling