+77.6%
V vs MP
+104.2%
-26.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.8% | -3.2% |
| 7D | +2.9% | -19.0% | +21.9% | +3.0% |
| 30D | +14.0% | -30.5% | +44.5% | +14.1% |
| 3M | +14.9% | -29.6% | +44.5% | +14.9% |
| 6M | +31.7% | -50.4% | +82.2% | +32.1% |
| YTD | +21.2% | -33.2% | +54.4% | +20.9% |
| 1Y | +25.3% | -38.6% | +63.8% | +25.0% |
| All | +77.6% | +104.2% | -26.7% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling