+254.1%
MP vs VCLT
-11.1%
+265.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | -10.5% | +0.3% | -10.8% | -10.7% |
| 30D | -23.5% | +3.7% | -27.2% | -25.7% |
| 3M | -25.4% | -1.0% | -24.5% | -24.8% |
| 6M | -51.3% | -3.4% | -47.9% | -49.8% |
| YTD | -29.9% | -2.6% | -27.3% | -28.2% |
| 1Y | -31.8% | -3.3% | -28.6% | -29.9% |
| 3Y | +127.0% | +17.3% | +109.7% | +106.3% |
| 5Y | -3.3% | -17.0% | +13.7% | -5.4% |
| All | +254.1% | -11.1% | +265.2% | +276.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling