+68.9%
MP vs VYM
+77.8%
-8.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +2.3% |
| 7D | +3.0% | +0.1% | +2.9% | +2.7% |
| 30D | +8.3% | -1.3% | +9.6% | +11.0% |
| 3M | -3.8% | +4.1% | -7.9% | -10.7% |
| 6M | -4.9% | +9.8% | -14.7% | -19.3% |
| YTD | +9.6% | +15.3% | -5.7% | -15.0% |
| 1Y | -11.7% | +20.0% | -31.7% | -36.3% |
| 3Y | +158.5% | +66.2% | +92.3% | -1.1% |
| 5Y | +68.9% | +77.5% | -8.6% | -39.5% |
| All | +68.9% | +77.8% | -8.9% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling