+391.1%
MFC vs VT
+224.5%
+166.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +3.7% | +0.4% | +3.2% | +3.2% |
| 30D | +0.6% | +1.0% | -0.4% | -0.5% |
| 3M | +16.1% | +2.4% | +13.8% | +12.5% |
| 6M | +29.6% | +12.0% | +17.6% | +12.6% |
| YTD | +25.6% | +15.3% | +10.3% | +5.4% |
| 1Y | +47.4% | +22.6% | +24.9% | +14.9% |
| 3Y | +164.5% | +74.7% | +89.8% | +35.6% |
| 5Y | +182.6% | +66.1% | +116.4% | +53.4% |
| All | +391.1% | +224.5% | +166.6% | +20.5% |
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