+199.8%
MPC vs VCLT
+14.4%
+185.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +11.2% | -2.3% | +13.5% | +11.4% |
| 30D | -14.5% | +0.8% | -15.2% | -14.6% |
| 3M | +16.7% | -2.7% | +19.3% | +16.9% |
| 6M | +67.6% | -4.3% | +71.9% | +68.2% |
| YTD | +157.9% | -4.3% | +162.2% | +158.4% |
| 1Y | +116.7% | -4.4% | +121.0% | +117.1% |
| 3Y | +199.8% | +13.8% | +186.0% | +188.3% |
| All | +199.8% | +14.4% | +185.3% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling