+1,120.5%
MPC vs VYM
+207.1%
+913.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.0% |
| 7D | +1.2% | -1.9% | +3.1% | +4.1% |
| 30D | +17.0% | -2.6% | +19.6% | +21.6% |
| 3M | +49.5% | +3.6% | +45.9% | +41.4% |
| 6M | +83.5% | +8.7% | +74.8% | +59.9% |
| YTD | +144.1% | +14.1% | +130.0% | +97.4% |
| 1Y | +119.6% | +17.8% | +101.8% | +68.8% |
| 3Y | +168.1% | +64.5% | +103.5% | +21.8% |
| 5Y | +671.3% | +77.5% | +593.8% | +207.4% |
| All | +1,120.5% | +207.1% | +913.4% | +115.1% |
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