-73.4%
MCRP vs VT
+39.4%
-112.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.2% |
| 7D | 0.0% | +1.0% | -1.0% | -1.7% |
| 30D | -26.7% | -0.2% | -26.5% | -26.6% |
| 3M | -54.6% | +4.5% | -59.1% | -57.6% |
| 6M | -78.5% | +14.1% | -92.6% | -82.6% |
| YTD | -32.0% | +14.8% | -46.8% | -45.5% |
| 1Y | -41.3% | +21.2% | -62.5% | -55.8% |
| All | -73.4% | +39.4% | -112.8% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling