+3,101.0%
MPC vs VYM
+491.2%
+2,609.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.9% |
| 7D | +5.4% | 0.0% | +5.5% | +5.4% |
| 30D | +31.0% | -0.5% | +31.5% | +32.1% |
| 3M | +46.0% | +3.0% | +43.0% | +39.2% |
| 6M | +77.3% | +8.2% | +69.1% | +55.6% |
| YTD | +141.9% | +15.8% | +126.1% | +91.5% |
| 1Y | +120.9% | +20.8% | +100.1% | +63.5% |
| 3Y | +182.7% | +65.3% | +117.4% | +28.7% |
| 5Y | +646.4% | +76.6% | +569.8% | +204.9% |
| 10Y | +1,138.7% | +203.9% | +934.8% | +146.6% |
| All | +3,101.0% | +491.2% | +2,609.8% | +121.7% |
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