+2,498.9%
MAR vs VMC
+972.8%
+1,526.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -4.2% | -4.3% | +0.2% | -2.1% |
| 30D | -6.7% | -8.2% | +1.6% | -2.8% |
| 3M | -12.5% | -7.0% | -5.4% | -10.1% |
| 6M | +0.6% | -10.8% | +11.3% | +5.3% |
| YTD | +9.1% | -7.4% | +16.5% | +11.5% |
| 1Y | +26.2% | -9.5% | +35.7% | +30.1% |
| 3Y | +68.2% | +20.5% | +47.7% | +48.4% |
| 5Y | +163.9% | +51.6% | +112.3% | +106.3% |
| 10Y | +420.6% | +150.0% | +270.5% | +199.3% |
| All | +2,498.9% | +972.8% | +1,526.1% | +526.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling