+905.2%
VRT vs MP
+58.1%
+847.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +4.0% |
| 7D | +9.1% | -2.9% | +12.0% | +9.9% |
| 30D | +0.9% | +13.8% | -12.9% | -2.7% |
| 3M | -13.4% | -16.7% | +3.3% | -9.7% |
| 6M | +11.7% | -11.5% | +23.2% | +13.8% |
| YTD | +73.2% | +7.9% | +65.3% | +67.3% |
| 1Y | +123.4% | -15.0% | +138.5% | +123.1% |
| 3Y | +606.2% | +153.5% | +452.7% | +365.2% |
| All | +905.2% | +58.1% | +847.2% | +681.1% |
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