+1,218.3%
VRT vs MP
+240.8%
+977.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -6.0% | -8.0% | -12.7% |
| 7D | -28.1% | -19.0% | -9.2% | -24.6% |
| 30D | -30.2% | -30.5% | +0.3% | -24.4% |
| 3M | -36.4% | -29.6% | -6.8% | -31.6% |
| 6M | -48.2% | -50.4% | +2.3% | -40.1% |
| YTD | +9.2% | -33.2% | +42.4% | +17.8% |
| 1Y | -7.2% | -38.6% | +31.3% | +1.5% |
| 3Y | +338.7% | +105.5% | +233.2% | +236.0% |
| 5Y | +542.8% | -7.8% | +550.7% | +481.0% |
| All | +1,218.3% | +240.8% | +977.5% | +999.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling