+526.5%
MC vs VT
+255.7%
+270.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.4% |
| 30D | +0.4% | +1.0% | -0.6% | -0.8% |
| 3M | +0.7% | +2.4% | -1.7% | -2.0% |
| 6M | +18.1% | +12.0% | +6.1% | +3.1% |
| YTD | +3.4% | +15.3% | -11.9% | -12.8% |
| 1Y | +0.1% | +22.6% | -22.4% | -21.4% |
| 3Y | +63.4% | +74.7% | -11.3% | -13.7% |
| 5Y | +42.3% | +66.1% | -23.8% | -19.0% |
| 10Y | +432.6% | +225.0% | +207.6% | +46.2% |
| All | +526.5% | +255.7% | +270.8% | +59.4% |
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