+353.7%
MFC vs VT
+215.5%
+138.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -2.0% |
| 7D | -3.1% | -2.3% | -0.8% | -0.4% |
| 30D | +3.8% | -5.0% | +8.7% | +10.0% |
| 3M | -2.2% | -4.9% | +2.7% | +3.6% |
| 6M | +10.1% | -1.5% | +11.6% | +11.4% |
| YTD | +22.5% | +8.5% | +14.0% | +10.3% |
| 1Y | +34.0% | +11.4% | +22.6% | +16.7% |
| 3Y | +159.3% | +70.1% | +89.3% | +36.5% |
| 5Y | +174.3% | +53.7% | +120.6% | +63.0% |
| All | +353.7% | +215.5% | +138.1% | +19.5% |
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