-15.3%
MCFT vs VT
+19.6%
-35.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -5.5% |
| 7D | -18.7% | -1.1% | -17.6% | -17.6% |
| 30D | -20.6% | -1.0% | -19.7% | -19.8% |
| 3M | -13.4% | +3.2% | -16.6% | -16.3% |
| 6M | -1.8% | +12.5% | -14.3% | -12.9% |
| YTD | +3.9% | +14.1% | -10.2% | -10.0% |
| 1Y | -15.3% | +18.9% | -34.3% | -31.8% |
| All | -15.3% | +19.6% | -35.0% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling