+1,093.9%
MPC vs VCIT
+29.0%
+1,065.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.1% |
| 7D | -12.8% | +0.5% | -13.2% | -13.0% |
| 30D | -12.7% | +2.1% | -14.8% | -13.9% |
| 3M | +27.1% | -1.6% | +28.6% | +28.3% |
| 6M | +45.8% | -1.6% | +47.4% | +47.1% |
| YTD | +134.7% | -1.5% | +136.2% | +136.2% |
| 1Y | +106.0% | -0.4% | +106.4% | +105.6% |
| 3Y | +165.5% | +19.6% | +145.9% | +128.8% |
| 5Y | +540.9% | +3.3% | +537.6% | +551.0% |
| All | +1,093.9% | +29.0% | +1,065.0% | +1,187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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