+159.3%
MP vs VCLT
+14.4%
+144.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.0% |
| 7D | +9.5% | -2.3% | +11.7% | +12.4% |
| 30D | -3.0% | +0.8% | -3.7% | -3.9% |
| 3M | -30.4% | -2.7% | -27.7% | -28.0% |
| 6M | -39.2% | -4.3% | -34.9% | -35.7% |
| YTD | -23.3% | -4.3% | -19.0% | -19.0% |
| 1Y | -32.6% | -4.4% | -28.3% | -28.8% |
| 3Y | +159.3% | +13.8% | +145.5% | +131.1% |
| All | +159.3% | +14.4% | +144.9% | +131.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling