+66.9%
MCFT vs VT
+229.8%
-162.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -5.8% |
| 7D | -18.7% | -1.1% | -17.6% | -17.3% |
| 30D | -20.6% | -1.0% | -19.7% | -19.5% |
| 3M | -13.4% | +3.2% | -16.6% | -17.3% |
| 6M | -1.8% | +12.5% | -14.3% | -17.1% |
| YTD | +3.9% | +14.1% | -10.2% | -14.1% |
| 1Y | -15.3% | +18.9% | -34.3% | -34.0% |
| 3Y | -5.1% | +74.1% | -79.2% | -56.7% |
| 5Y | -22.9% | +66.9% | -89.7% | -62.4% |
| All | +66.9% | +229.8% | -162.9% | -65.2% |
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 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