+1,134.0%
MPC vs VCLT
+15.5%
+1,118.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +3.9% | +0.3% | +3.5% | +3.7% |
| 30D | +33.8% | -0.6% | +34.3% | +34.0% |
| 3M | +49.9% | -2.2% | +52.1% | +51.2% |
| 6M | +80.9% | -2.9% | +83.8% | +82.7% |
| YTD | +147.4% | -2.1% | +149.5% | +148.7% |
| 1Y | +123.2% | -2.6% | +125.8% | +124.8% |
| 3Y | +171.7% | +12.5% | +159.2% | +153.2% |
| 5Y | +678.6% | -15.3% | +693.8% | +758.1% |
| 10Y | +1,134.0% | +16.6% | +1,117.4% | +1,188.6% |
| All | +1,134.0% | +15.5% | +1,118.5% | +1,188.6% |
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