+13.8%
VRT vs MP
-35.7%
+49.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.1% | -7.8% | -10.7% |
| 7D | -15.4% | -12.5% | -2.8% | -10.2% |
| 30D | -19.0% | -23.3% | +4.4% | -9.3% |
| 3M | -23.8% | -24.4% | +0.5% | -15.4% |
| 6M | -37.9% | -45.8% | +7.9% | -21.7% |
| YTD | +27.0% | -28.9% | +55.9% | +35.6% |
| 1Y | +13.8% | -34.6% | +48.4% | +25.4% |
| All | +13.8% | -35.7% | +49.5% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling