+821.1%
PM vs VMC
+454.6%
+366.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.9% |
| 7D | -7.3% | +0.3% | -7.6% | -7.3% |
| 30D | -4.0% | +18.6% | -22.6% | -7.4% |
| 3M | +2.7% | +2.0% | +0.7% | +2.1% |
| 6M | +14.9% | +2.6% | +12.3% | +13.7% |
| YTD | +23.5% | +2.3% | +21.3% | +22.0% |
| 1Y | +30.4% | +1.7% | +28.7% | +28.8% |
| 3Y | +143.2% | +41.7% | +101.5% | +120.8% |
| 5Y | +159.5% | +46.6% | +112.8% | +130.7% |
| 10Y | +234.7% | +140.3% | +94.4% | +155.8% |
| All | +821.1% | +454.6% | +366.4% | +434.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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