+259.1%
MP vs VCIT
+5.7%
+253.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -6.0% |
| 7D | -12.5% | +0.4% | -13.0% | -13.2% |
| 30D | -23.3% | +2.2% | -25.5% | -26.0% |
| 3M | -24.4% | -1.8% | -22.5% | -22.0% |
| 6M | -45.8% | -1.6% | -44.1% | -44.1% |
| YTD | -28.9% | -1.7% | -27.2% | -26.6% |
| 1Y | -34.6% | -0.8% | -33.7% | -33.4% |
| 3Y | +118.7% | +19.3% | +99.4% | +73.0% |
| 5Y | -3.1% | +3.5% | -6.6% | -20.3% |
| All | +259.1% | +5.7% | +253.4% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling