+39.2%
MFIC vs VT
+53.2%
-14.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +2.6% |
| 7D | -1.2% | -4.2% | +2.9% | +2.0% |
| 30D | +20.8% | -5.8% | +26.6% | +26.5% |
| 3M | +11.9% | -5.2% | +17.2% | +16.6% |
| 6M | -10.6% | +0.1% | -10.7% | -11.1% |
| YTD | -1.5% | +8.2% | -9.7% | -8.3% |
| 1Y | -4.9% | +10.1% | -15.1% | -12.8% |
| 3Y | +9.1% | +69.7% | -60.6% | -29.7% |
| 5Y | +39.2% | +53.4% | -14.2% | -5.4% |
| All | +39.2% | +53.2% | -14.0% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling