+403.7%
MCY vs VT
+374.2%
+29.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.2% |
| 30D | -4.6% | +1.0% | -5.6% | -5.4% |
| 3M | +7.5% | +2.4% | +5.1% | +4.9% |
| 6M | +13.1% | +12.0% | +1.1% | +2.6% |
| YTD | +11.9% | +15.3% | -3.5% | -1.1% |
| 1Y | +34.4% | +22.6% | +11.9% | +13.1% |
| 3Y | +289.8% | +74.7% | +215.1% | +148.6% |
| 5Y | +106.8% | +66.1% | +40.7% | +35.0% |
| 10Y | +183.4% | +225.0% | -41.6% | +6.8% |
| All | +403.7% | +374.2% | +29.6% | +37.9% |
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 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