+153.9%
MFC vs VT
+345.0%
-191.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | +0.9% |
| 7D | -2.8% | -4.2% | +1.4% | +2.7% |
| 30D | +2.5% | -5.8% | +8.3% | +10.6% |
| 3M | -0.2% | -5.2% | +5.0% | +6.8% |
| 6M | +13.9% | +0.1% | +13.7% | +12.8% |
| YTD | +24.6% | +8.2% | +16.4% | +11.4% |
| 1Y | +35.8% | +10.1% | +25.7% | +18.5% |
| 3Y | +162.1% | +69.7% | +92.5% | +30.8% |
| 5Y | +179.0% | +53.4% | +125.7% | +57.0% |
| 10Y | +372.8% | +219.2% | +153.6% | +1.8% |
| All | +153.9% | +345.0% | -191.1% | -68.1% |
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