+69.9%
MFIC vs VT
+224.5%
-154.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | +1.5% | +1.0% | +0.5% | +0.5% |
| 3M | -8.3% | +2.4% | -10.7% | -10.7% |
| 6M | -4.1% | +12.0% | -16.1% | -14.8% |
| YTD | -10.7% | +15.3% | -26.0% | -23.0% |
| 1Y | -16.9% | +22.6% | -39.5% | -32.8% |
| 3Y | +0.8% | +74.7% | -73.8% | -43.3% |
| 5Y | +25.7% | +66.1% | -40.4% | -26.1% |
| All | +69.9% | +224.5% | -154.6% | -47.1% |
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 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