+3,215.7%
MPC vs VYM
+497.2%
+2,718.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.0% |
| 7D | +2.6% | -0.2% | +2.7% | +2.9% |
| 30D | -12.2% | +3.6% | -15.8% | -17.0% |
| 3M | +20.1% | -0.1% | +20.2% | +19.9% |
| 6M | +60.6% | +7.1% | +53.5% | +43.6% |
| YTD | +150.6% | +17.0% | +133.6% | +94.7% |
| 1Y | +104.7% | +19.0% | +85.7% | +54.7% |
| 3Y | +194.5% | +74.4% | +120.1% | +23.1% |
| 5Y | +582.3% | +72.7% | +509.6% | +188.2% |
| 10Y | +1,135.3% | +206.6% | +928.6% | +141.2% |
| All | +3,215.7% | +497.2% | +2,718.5% | +125.3% |
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 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