+433.8%
MAR vs VMC
+156.6%
+277.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.3% |
| 7D | -0.5% | -3.8% | +3.2% | +1.3% |
| 30D | -5.4% | -9.7% | +4.3% | -0.6% |
| 3M | -15.5% | -9.6% | -5.9% | -11.9% |
| 6M | +3.0% | -4.8% | +7.8% | +4.4% |
| YTD | +8.5% | -10.9% | +19.4% | +12.9% |
| 1Y | +26.0% | -15.6% | +41.5% | +34.4% |
| 3Y | +68.6% | +19.3% | +49.3% | +47.7% |
| 5Y | +157.4% | +48.0% | +109.4% | +99.5% |
| All | +433.8% | +156.6% | +277.3% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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