+180.1%
MCY vs VT
+226.9%
-46.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.5% |
| 7D | -2.9% | -2.0% | -0.9% | -1.4% |
| 30D | -2.6% | -1.4% | -1.2% | -1.6% |
| 3M | +1.9% | +4.7% | -2.8% | -2.0% |
| 6M | +16.4% | +11.4% | +5.1% | +6.3% |
| YTD | +10.2% | +13.1% | -2.8% | -0.8% |
| 1Y | +34.2% | +19.0% | +15.1% | +15.7% |
| 3Y | +291.9% | +73.9% | +217.9% | +152.3% |
| 5Y | +107.6% | +65.4% | +42.2% | +37.4% |
| All | +180.1% | +226.9% | -46.8% | +7.6% |
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