+1,166.2%
MPC vs VYM
+206.0%
+960.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +9.4% | +3.3% | +6.1% | +4.3% |
| 30D | -13.4% | +3.8% | -17.2% | -18.3% |
| 3M | +18.9% | -0.4% | +19.3% | +19.1% |
| 6M | +64.9% | +7.1% | +57.8% | +47.6% |
| YTD | +156.8% | +17.1% | +139.7% | +99.3% |
| 1Y | +113.2% | +18.4% | +94.8% | +62.4% |
| 3Y | +201.8% | +74.5% | +127.3% | +25.2% |
| 5Y | +601.4% | +72.5% | +528.8% | +194.4% |
| All | +1,166.2% | +206.0% | +960.3% | +116.3% |
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 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