-1.6%
MCI vs VT
+18.7%
-20.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +1.8% | -2.0% | +3.8% | +2.4% |
| 30D | +18.9% | -1.4% | +20.4% | +19.3% |
| 3M | +16.3% | +4.7% | +11.6% | +14.4% |
| 6M | +0.4% | +11.4% | -10.9% | -3.1% |
| YTD | +11.0% | +13.1% | -2.1% | +6.5% |
| 1Y | -1.6% | +19.0% | -20.6% | -8.4% |
| All | -1.6% | +18.7% | -20.3% | -8.4% |
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