+237.4%
MP vs VCIT
+6.0%
+231.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.3% | -6.4% |
| 7D | -19.0% | +0.5% | -19.4% | -19.6% |
| 30D | -30.5% | +2.1% | -32.6% | -32.8% |
| 3M | -29.6% | -1.6% | -28.0% | -27.7% |
| 6M | -50.4% | -1.6% | -48.8% | -49.0% |
| YTD | -33.2% | -1.5% | -31.7% | -31.3% |
| 1Y | -38.6% | -0.4% | -38.2% | -37.9% |
| 3Y | +105.5% | +19.6% | +85.9% | +62.0% |
| 5Y | -7.8% | +3.3% | -11.1% | -24.4% |
| All | +237.4% | +6.0% | +231.4% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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