+17.1%
MCN vs VT
+65.7%
-48.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -1.6% | -0.1% | -1.4% | -1.5% |
| 30D | +1.1% | -0.7% | +1.7% | +1.5% |
| 3M | +1.6% | +4.0% | -2.4% | -1.1% |
| 6M | +1.1% | +12.3% | -11.2% | -6.7% |
| YTD | +2.2% | +14.0% | -11.8% | -6.6% |
| 1Y | +2.3% | +20.3% | -18.0% | -9.9% |
| 3Y | +10.8% | +75.4% | -64.6% | -25.3% |
| 5Y | +17.1% | +66.0% | -48.8% | -19.2% |
| All | +17.1% | +65.7% | -48.5% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling