+128.9%
V vs MP
+291.5%
-162.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.1% |
| 7D | +0.9% | +9.5% | -8.5% | +0.5% |
| 30D | +9.0% | -3.0% | +12.0% | +9.0% |
| 3M | +16.7% | -30.4% | +47.1% | +18.4% |
| 6M | +33.4% | -39.2% | +72.6% | +35.8% |
| YTD | +22.4% | -23.3% | +45.6% | +22.2% |
| 1Y | +27.7% | -32.6% | +60.3% | +28.3% |
| 3Y | +78.0% | +159.3% | -81.3% | +55.3% |
| 5Y | +108.5% | -16.4% | +125.0% | +95.0% |
| All | +128.9% | +291.5% | -162.6% | +86.4% |
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