-74.6%
MCRP vs VT
+38.5%
-113.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.1% | -3.7% |
| 7D | -6.3% | -0.1% | -6.1% | -6.0% |
| 30D | -29.1% | -0.7% | -28.5% | -28.4% |
| 3M | -56.9% | +4.0% | -60.9% | -59.4% |
| 6M | -78.1% | +12.3% | -90.4% | -81.8% |
| YTD | -35.3% | +14.0% | -49.3% | -47.6% |
| 1Y | -42.3% | +20.3% | -62.6% | -56.0% |
| All | -74.6% | +38.5% | -113.1% | -82.9% |
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 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