+126.8%
V vs MP
+257.7%
-130.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.2% |
| 7D | +2.2% | -10.5% | +12.7% | +2.7% |
| 30D | +13.6% | -23.5% | +37.1% | +14.9% |
| 3M | +14.3% | -25.4% | +39.7% | +15.5% |
| 6M | +33.1% | -51.3% | +84.4% | +36.9% |
| YTD | +21.2% | -29.9% | +51.1% | +21.6% |
| 1Y | +26.4% | -31.8% | +58.3% | +26.7% |
| 3Y | +77.6% | +127.0% | -49.4% | +56.1% |
| 5Y | +102.6% | -3.3% | +105.9% | +89.1% |
| All | +126.8% | +257.7% | -130.9% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling