+445.3%
MP vs VYM
+146.0%
+299.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +2.1% |
| 7D | -2.9% | 0.0% | -2.8% | -2.8% |
| 30D | +13.8% | -0.5% | +14.4% | +15.1% |
| 3M | -16.7% | +3.0% | -19.7% | -20.7% |
| 6M | -11.5% | +8.2% | -19.7% | -22.1% |
| YTD | +7.9% | +15.8% | -7.9% | -15.4% |
| 1Y | -15.0% | +20.8% | -35.9% | -38.0% |
| 3Y | +153.5% | +65.3% | +88.2% | +7.5% |
| 5Y | +58.7% | +76.6% | -17.9% | -36.1% |
| All | +445.3% | +146.0% | +299.3% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling