+145.6%
MCB vs VT
+164.5%
-18.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -0.5% |
| 7D | -1.4% | -0.1% | -1.2% | -1.2% |
| 30D | -2.4% | -0.7% | -1.7% | -1.5% |
| 3M | -3.6% | +4.0% | -7.6% | -9.1% |
| 6M | +14.7% | +12.3% | +2.4% | -3.4% |
| YTD | +19.2% | +14.0% | +5.2% | -1.6% |
| 1Y | +16.1% | +20.3% | -4.2% | -11.4% |
| 3Y | +142.0% | +75.4% | +66.6% | +10.0% |
| 5Y | +18.5% | +66.0% | -47.5% | -40.4% |
| All | +145.6% | +164.5% | -18.9% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling