+1,171.8%
MPC vs VFC
-48.6%
+1,220.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.5% |
| 7D | +11.2% | +1.6% | +9.6% | +10.7% |
| 30D | -14.5% | +25.5% | -40.0% | -20.2% |
| 3M | +16.7% | +41.3% | -24.6% | +4.9% |
| 6M | +67.6% | +22.2% | +45.3% | +54.4% |
| YTD | +157.9% | +16.4% | +141.5% | +136.9% |
| 1Y | +116.7% | +38.4% | +78.2% | +87.1% |
| 3Y | +199.8% | +56.2% | +143.5% | +104.7% |
| 5Y | +604.4% | -68.2% | +672.6% | +983.5% |
| All | +1,171.8% | -48.6% | +1,220.4% | +1,469.5% |
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