+153.8%
MCB vs VT
+167.6%
-13.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.5% | +0.4% | +1.1% | +0.9% |
| 30D | -0.9% | +1.0% | -1.9% | -2.2% |
| 3M | +3.5% | +2.4% | +1.1% | -0.4% |
| 6M | +12.0% | +12.0% | 0.0% | -5.2% |
| YTD | +23.1% | +15.3% | +7.8% | +0.1% |
| 1Y | +17.8% | +22.6% | -4.8% | -12.4% |
| 3Y | +131.5% | +74.7% | +56.8% | +6.0% |
| 5Y | +21.0% | +66.1% | -45.1% | -39.2% |
| All | +153.8% | +167.6% | -13.8% | -34.2% |
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