+92.6%
MFIC vs VT
+215.5%
-122.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -1.0% | -2.3% | +1.4% | +1.2% |
| 30D | +21.6% | -5.0% | +26.5% | +27.6% |
| 3M | +9.2% | -4.9% | +14.1% | +14.4% |
| 6M | -9.5% | -1.5% | -8.0% | -8.7% |
| YTD | -1.6% | +8.5% | -10.0% | -10.1% |
| 1Y | -4.1% | +11.4% | -15.5% | -14.8% |
| 3Y | +9.7% | +70.1% | -60.4% | -37.1% |
| 5Y | +39.0% | +53.7% | -14.7% | -12.0% |
| All | +92.6% | +215.5% | -122.9% | -41.7% |
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