+125.2%
MCI vs VT
+226.9%
-101.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.9% |
| 7D | +1.8% | -2.0% | +3.8% | +2.7% |
| 30D | +18.9% | -1.4% | +20.4% | +19.6% |
| 3M | +16.3% | +4.7% | +11.6% | +14.0% |
| 6M | +0.4% | +11.4% | -10.9% | -4.0% |
| YTD | +11.0% | +13.1% | -2.1% | +5.3% |
| 1Y | -1.6% | +19.0% | -20.6% | -8.6% |
| 3Y | +60.1% | +73.9% | -13.8% | +25.0% |
| 5Y | +89.5% | +65.4% | +24.1% | +50.4% |
| All | +125.2% | +226.9% | -101.7% | +24.9% |
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