-87.9%
MRM vs VOO
+80.3%
-168.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -4.6% | -2.0% | -2.6% | -3.9% |
| 30D | -16.2% | -1.7% | -14.5% | -15.7% |
| 3M | -24.1% | +4.7% | -28.9% | -25.4% |
| 6M | -30.7% | +12.6% | -43.3% | -33.6% |
| YTD | -54.6% | +11.8% | -66.4% | -56.4% |
| 1Y | -52.7% | +17.5% | -70.2% | -55.3% |
| 3Y | -83.4% | +77.0% | -160.4% | -86.6% |
| 5Y | -87.9% | +82.6% | -170.5% | -90.9% |
| All | -87.9% | +80.3% | -168.2% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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