+43.6%
MRP vs VT
+28.3%
+15.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +1.4% |
| 7D | +1.5% | -4.2% | +5.7% | +4.7% |
| 30D | +14.4% | -5.8% | +20.2% | +19.6% |
| 3M | -6.7% | -5.2% | -1.4% | -2.8% |
| 6M | -6.6% | +0.1% | -6.7% | -7.0% |
| YTD | -0.8% | +8.2% | -9.1% | -7.3% |
| 1Y | -5.1% | +10.1% | -15.2% | -12.3% |
| All | +43.6% | +28.3% | +15.3% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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