-2.9%
VMC vs SPG
+33.6%
-36.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -4.3% | +2.7% | -7.0% | -5.8% |
| 30D | +16.2% | +16.6% | -0.3% | +6.8% |
| 3M | -0.8% | +8.1% | -8.9% | -5.4% |
| 6M | +1.2% | +19.3% | -18.2% | -6.6% |
| YTD | +0.5% | +31.1% | -30.6% | -9.3% |
| 1Y | -2.9% | +32.8% | -35.7% | -12.7% |
| All | -2.9% | +33.6% | -36.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling