+108.5%
MFIC vs VT
+345.0%
-236.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +4.4% |
| 7D | -1.2% | -4.2% | +2.9% | +3.7% |
| 30D | +20.8% | -5.8% | +26.6% | +29.7% |
| 3M | +11.9% | -5.2% | +17.2% | +19.1% |
| 6M | -10.6% | +0.1% | -10.7% | -11.6% |
| YTD | -1.5% | +8.2% | -9.7% | -11.9% |
| 1Y | -4.9% | +10.1% | -15.1% | -16.9% |
| 3Y | +9.1% | +69.7% | -60.6% | -45.1% |
| 5Y | +39.2% | +53.4% | -14.2% | -22.3% |
| 10Y | +95.8% | +219.2% | -123.4% | -59.1% |
| All | +108.5% | +345.0% | -236.4% | -68.0% |
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