+1,440.5%
VRT vs MP
+271.0%
+1,169.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.2% |
| 7D | +0.5% | +2.3% | -1.8% | +0.2% |
| 30D | -13.7% | -15.3% | +1.6% | -10.3% |
| 3M | -26.7% | -33.5% | +6.8% | -20.1% |
| 6M | -43.8% | -45.5% | +1.7% | -36.4% |
| YTD | +27.6% | -27.3% | +54.9% | +35.3% |
| 1Y | +15.5% | -40.7% | +56.2% | +27.1% |
| 3Y | +395.6% | +145.9% | +249.8% | +265.2% |
| 5Y | +677.3% | -13.9% | +691.2% | +599.3% |
| All | +1,440.5% | +271.0% | +1,169.5% | +1,162.6% |
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