+1,116.6%
MPC vs VFC
-68.0%
+1,184.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.4% |
| 7D | +5.4% | -1.6% | +7.1% | +5.9% |
| 30D | +31.0% | -11.6% | +42.6% | +35.5% |
| 3M | +46.0% | -18.1% | +64.1% | +52.1% |
| 6M | +77.3% | -27.4% | +104.7% | +88.7% |
| YTD | +141.9% | -24.8% | +166.7% | +153.5% |
| 1Y | +120.9% | -8.2% | +129.1% | +113.7% |
| 3Y | +182.7% | -29.1% | +211.8% | +152.3% |
| 5Y | +646.4% | -79.2% | +725.6% | +1,184.6% |
| All | +1,116.6% | -68.0% | +1,184.6% | +1,566.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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