+103.6%
MCFT vs VT
+223.9%
-120.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.9% |
| 7D | +2.3% | +1.0% | +1.2% | +0.9% |
| 30D | -3.4% | -0.2% | -3.2% | -3.1% |
| 3M | +6.5% | +4.5% | +1.9% | +0.1% |
| 6M | +19.3% | +14.1% | +5.2% | -0.4% |
| YTD | +24.4% | +14.8% | +9.7% | +3.0% |
| 1Y | -1.1% | +21.2% | -22.3% | -23.9% |
| 3Y | +10.4% | +76.6% | -66.2% | -48.3% |
| 5Y | -6.4% | +66.6% | -73.0% | -52.3% |
| 10Y | +86.6% | +222.3% | -135.7% | -53.2% |
| All | +103.6% | +223.9% | -120.2% | -51.1% |
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 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