+423.0%
MC vs VT
+243.3%
+179.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -2.0% |
| 7D | -5.5% | +0.4% | -5.9% | -5.9% |
| 30D | +0.9% | -2.6% | +3.5% | +4.2% |
| 3M | -12.7% | -3.2% | -9.4% | -9.0% |
| 6M | -9.7% | +0.9% | -10.6% | -10.5% |
| YTD | -13.6% | +11.3% | -25.0% | -23.9% |
| 1Y | -6.2% | +14.0% | -20.2% | -19.7% |
| 3Y | +56.4% | +75.8% | -19.4% | -17.9% |
| 5Y | +0.2% | +57.8% | -57.6% | -39.5% |
| 10Y | +351.6% | +219.8% | +131.8% | +26.6% |
| All | +423.0% | +243.3% | +179.7% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling