+1,135.3%
MPC vs VFC
-47.4%
+1,182.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.5% |
| 7D | +2.6% | -1.4% | +4.0% | +3.0% |
| 30D | -12.2% | +30.7% | -42.9% | -19.0% |
| 3M | +20.1% | +40.6% | -20.6% | +8.1% |
| 6M | +60.6% | +16.5% | +44.1% | +50.2% |
| YTD | +150.6% | +16.2% | +134.4% | +130.4% |
| 1Y | +104.7% | +42.4% | +62.2% | +75.1% |
| 3Y | +194.5% | +48.1% | +146.4% | +106.0% |
| 5Y | +582.3% | -67.8% | +650.1% | +940.9% |
| 10Y | +1,135.3% | -48.5% | +1,183.7% | +1,421.3% |
| All | +1,135.3% | -47.4% | +1,182.7% | +1,421.3% |
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