+3,312.9%
MPC vs VYM
+496.9%
+2,816.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.6% |
| 7D | +11.2% | +3.7% | +7.6% | +5.5% |
| 30D | -14.5% | +3.7% | -18.2% | -19.2% |
| 3M | +16.7% | -0.7% | +17.4% | +17.5% |
| 6M | +67.6% | +7.2% | +60.3% | +49.7% |
| YTD | +157.9% | +16.9% | +141.0% | +100.5% |
| 1Y | +116.7% | +19.6% | +97.0% | +62.5% |
| 3Y | +199.8% | +74.6% | +125.2% | +25.1% |
| 5Y | +604.4% | +72.3% | +532.1% | +198.4% |
| 10Y | +1,171.5% | +206.5% | +965.0% | +148.4% |
| All | +3,312.9% | +496.9% | +2,816.0% | +132.1% |
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 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