+1,463.8%
VRT vs MP
+278.3%
+1,185.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.4% | +1.1% |
| 7D | +18.6% | +11.0% | +7.6% | +16.1% |
| 30D | -11.7% | -11.7% | +0.1% | -8.9% |
| 3M | -27.3% | -30.8% | +3.5% | -21.4% |
| 6M | -42.9% | -42.9% | 0.0% | -35.9% |
| YTD | +29.5% | -25.9% | +55.4% | +36.7% |
| 1Y | +21.0% | -37.3% | +58.3% | +31.8% |
| 3Y | +403.1% | +150.7% | +252.4% | +269.2% |
| 5Y | +688.8% | -19.3% | +708.1% | +611.2% |
| All | +1,463.8% | +278.3% | +1,185.6% | +1,176.4% |
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 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