-90.6%
MCRP vs VT
+34.9%
-125.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.2% |
| 7D | -6.7% | +2.4% | -9.1% | -10.2% |
| 30D | -18.3% | -1.5% | -16.8% | -14.8% |
| 3M | -71.2% | -4.1% | -67.1% | -68.6% |
| 6M | -88.5% | +0.6% | -89.1% | -88.4% |
| YTD | -76.0% | +11.0% | -87.0% | -79.3% |
| 1Y | -76.1% | +13.3% | -89.5% | -80.0% |
| All | -90.6% | +34.9% | -125.5% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling