-3.1%
MC vs VT
+53.4%
-56.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.8% |
| 7D | -2.9% | -2.3% | -0.5% | +0.5% |
| 30D | +1.4% | -5.0% | +6.3% | +9.1% |
| 3M | -14.6% | -4.9% | -9.7% | -8.1% |
| 6M | -9.0% | -1.5% | -7.5% | -6.7% |
| YTD | -14.7% | +8.5% | -23.2% | -24.1% |
| 1Y | -5.9% | +11.4% | -17.2% | -19.4% |
| 3Y | +50.9% | +70.1% | -19.2% | -27.5% |
| All | -3.1% | +53.4% | -56.5% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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