+1,395.4%
VRT vs MP
+281.3%
+1,114.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.6% | +3.0% | +8.2% |
| 7D | -10.6% | -1.6% | -9.0% | -10.0% |
| 30D | -17.4% | -18.2% | +0.8% | -13.6% |
| 3M | -26.4% | -26.1% | -0.2% | -21.6% |
| 6M | -41.0% | -44.0% | +3.0% | -33.6% |
| YTD | +23.8% | -25.3% | +49.1% | +30.5% |
| 1Y | +11.6% | -35.6% | +47.2% | +20.9% |
| 3Y | +403.5% | +147.1% | +256.4% | +270.6% |
| 5Y | +647.0% | -11.3% | +658.3% | +567.4% |
| All | +1,395.4% | +281.3% | +1,114.1% | +1,118.2% |
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