+1,079.5%
MPC vs VCLT
+18.4%
+1,061.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -16.2% | +0.3% | -16.5% | -16.3% |
| 30D | -15.7% | +3.7% | -19.4% | -17.1% |
| 3M | +24.9% | -1.0% | +25.9% | +25.2% |
| 6M | +52.7% | -3.4% | +56.0% | +54.6% |
| YTD | +131.9% | -2.6% | +134.5% | +133.4% |
| 1Y | +96.6% | -3.3% | +99.9% | +98.6% |
| 3Y | +163.8% | +17.3% | +146.5% | +140.6% |
| 5Y | +533.1% | -17.0% | +550.1% | +607.6% |
| All | +1,079.5% | +18.4% | +1,061.1% | +1,130.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling