+676.7%
MPC vs VYM
+77.8%
+598.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.8% |
| 7D | +3.9% | +0.1% | +3.7% | +3.7% |
| 30D | +33.8% | -1.3% | +35.0% | +35.8% |
| 3M | +49.9% | +4.1% | +45.8% | +42.7% |
| 6M | +80.9% | +9.8% | +71.1% | +60.6% |
| YTD | +147.4% | +15.3% | +132.1% | +106.9% |
| 1Y | +123.2% | +20.0% | +103.2% | +77.4% |
| 3Y | +171.7% | +66.2% | +105.5% | +45.1% |
| All | +676.7% | +77.8% | +598.8% | +272.6% |
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