+3,101.0%
MPC vs VCLT
+75.6%
+3,025.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | -0.5% | +6.0% | +5.6% |
| 30D | +31.0% | -0.9% | +31.8% | +31.2% |
| 3M | +46.0% | -3.2% | +49.3% | +47.1% |
| 6M | +77.3% | -3.8% | +81.1% | +78.7% |
| YTD | +141.9% | -2.0% | +143.9% | +142.6% |
| 1Y | +120.9% | -0.8% | +121.7% | +120.7% |
| 3Y | +182.7% | +12.3% | +170.4% | +172.7% |
| 5Y | +646.4% | -15.4% | +661.8% | +674.0% |
| 10Y | +1,138.7% | +15.7% | +1,123.0% | +1,197.5% |
| All | +3,101.0% | +75.6% | +3,025.4% | +4,294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling