+264.6%
MP vs VCLT
-11.8%
+276.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.4% | -2.6% |
| 7D | -3.6% | +0.2% | -3.8% | -3.8% |
| 30D | -21.0% | +2.3% | -23.3% | -22.4% |
| 3M | -33.3% | -1.1% | -32.2% | -32.7% |
| 6M | -45.9% | -4.2% | -41.8% | -43.9% |
| YTD | -27.8% | -3.4% | -24.4% | -25.6% |
| 1Y | -43.2% | -3.8% | -39.4% | -41.3% |
| 3Y | +144.0% | +14.7% | +129.3% | +125.2% |
| 5Y | -6.1% | -16.7% | +10.6% | -7.8% |
| All | +264.6% | -11.8% | +276.4% | +290.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling