-2.9%
MCB vs VT
+57.5%
-60.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | +0.4% | -0.1% | +0.6% | +0.4% |
| 30D | +11.8% | -3.1% | +14.9% | +16.0% |
| 3M | +4.8% | -3.5% | +8.3% | +9.2% |
| 6M | +7.4% | +0.5% | +6.9% | +5.4% |
| YTD | +28.0% | +10.8% | +17.2% | +9.5% |
| 1Y | +43.3% | +11.9% | +31.4% | +20.8% |
| 3Y | +186.9% | +73.0% | +113.9% | +30.0% |
| 5Y | -2.9% | +58.6% | -61.6% | -50.1% |
| All | -2.9% | +57.5% | -60.5% | -50.1% |
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