+567.3%
VRT vs MP
-5.6%
+572.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.5% | +2.1% |
| 7D | -21.4% | -10.5% | -10.8% | -18.7% |
| 30D | -25.8% | -23.5% | -2.3% | -20.2% |
| 3M | -33.5% | -25.4% | -8.1% | -28.4% |
| 6M | -49.0% | -51.3% | +2.2% | -39.1% |
| YTD | +12.9% | -29.9% | +42.9% | +22.1% |
| 1Y | 0.0% | -31.8% | +31.9% | +8.6% |
| 3Y | +361.8% | +127.0% | +234.8% | +195.8% |
| All | +567.3% | -5.6% | +572.9% | +500.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling