+120.9%
MPC vs VCLT
-0.4%
+121.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.4% |
| 7D | +5.4% | -0.5% | +6.0% | +5.0% |
| 30D | +31.0% | -0.9% | +31.8% | +30.0% |
| 3M | +46.0% | -3.2% | +49.3% | +42.2% |
| 6M | +77.3% | -3.8% | +81.1% | +73.5% |
| YTD | +141.9% | -2.0% | +143.9% | +137.6% |
| 1Y | +120.9% | -0.8% | +121.7% | +117.2% |
| All | +120.9% | -0.4% | +121.3% | +117.2% |
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