+1,106.2%
MPC vs VFC
-44.8%
+1,151.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +3.9% |
| 7D | -9.4% | +7.7% | -17.1% | -11.4% |
| 30D | -14.3% | +39.2% | -53.5% | -22.3% |
| 3M | +31.1% | +40.3% | -9.2% | +18.1% |
| 6M | +60.3% | +11.4% | +48.9% | +51.8% |
| YTD | +142.5% | +17.5% | +125.0% | +122.3% |
| 1Y | +104.6% | +45.9% | +58.7% | +73.8% |
| 3Y | +191.7% | +47.3% | +144.4% | +105.0% |
| 5Y | +549.2% | -67.2% | +616.4% | +881.8% |
| 10Y | +1,106.2% | -46.1% | +1,152.3% | +1,355.4% |
| All | +1,106.2% | -44.8% | +1,151.0% | +1,355.4% |
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