+102.6%
V vs MP
-13.9%
+116.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.8% | -2.9% |
| 7D | +2.9% | -19.0% | +21.9% | +4.0% |
| 30D | +14.0% | -30.5% | +44.5% | +16.1% |
| 3M | +14.9% | -29.6% | +44.5% | +16.7% |
| 6M | +31.7% | -50.4% | +82.2% | +36.0% |
| YTD | +21.2% | -33.2% | +54.4% | +21.8% |
| 1Y | +25.3% | -38.6% | +63.8% | +26.2% |
| 3Y | +77.5% | +105.5% | -28.0% | +48.4% |
| 5Y | +102.6% | -7.8% | +110.4% | +87.7% |
| All | +102.6% | -13.9% | +116.5% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling