+483.3%
MCRI vs VT
+222.7%
+260.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +2.2% |
| 7D | +2.0% | -0.1% | +2.1% | +2.2% |
| 30D | 0.0% | -0.7% | +0.7% | +0.9% |
| 3M | -2.9% | +4.0% | -6.9% | -8.3% |
| 6M | +24.4% | +12.3% | +12.1% | +5.3% |
| YTD | +27.4% | +14.0% | +13.4% | +5.3% |
| 1Y | +19.8% | +20.3% | -0.5% | -8.3% |
| 3Y | +95.9% | +75.4% | +20.4% | -13.4% |
| 5Y | +108.1% | +66.0% | +42.1% | +0.2% |
| 10Y | +483.3% | +228.2% | +255.1% | +22.4% |
| All | +483.3% | +222.7% | +260.6% | +22.4% |
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 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