-34.6%
MP vs VCLT
-3.2%
-31.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.0% | -6.1% | -6.6% |
| 7D | -12.5% | +0.4% | -13.0% | -13.1% |
| 30D | -23.3% | +3.9% | -27.3% | -28.0% |
| 3M | -24.4% | -1.9% | -22.4% | -21.6% |
| 6M | -45.8% | -2.6% | -43.1% | -43.1% |
| YTD | -28.9% | -3.1% | -25.8% | -25.3% |
| 1Y | -34.6% | -3.6% | -31.0% | -31.1% |
| All | -34.6% | -3.2% | -31.3% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling