+416.6%
MC vs VT
+234.5%
+182.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.8% |
| 7D | -2.9% | -2.3% | -0.5% | 0.0% |
| 30D | +1.4% | -5.0% | +6.3% | +7.9% |
| 3M | -14.6% | -4.9% | -9.7% | -9.1% |
| 6M | -9.0% | -1.5% | -7.5% | -6.9% |
| YTD | -14.7% | +8.5% | -23.2% | -22.4% |
| 1Y | -5.9% | +11.4% | -17.2% | -17.0% |
| 3Y | +50.9% | +70.1% | -19.2% | -17.5% |
| 5Y | -4.8% | +53.7% | -58.6% | -40.6% |
| 10Y | +370.3% | +220.0% | +150.4% | +32.2% |
| All | +416.6% | +234.5% | +182.1% | +41.8% |
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