-41.2%
MP vs VCLT
-2.7%
-38.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.2% |
| 7D | -1.6% | +1.2% | -2.8% | -3.6% |
| 30D | -18.2% | +3.4% | -21.6% | -22.7% |
| 3M | -26.1% | -0.9% | -25.3% | -24.7% |
| 6M | -44.0% | -3.1% | -40.9% | -41.1% |
| YTD | -25.3% | -2.4% | -22.9% | -22.6% |
| All | -41.2% | -2.7% | -38.4% | -38.5% |
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