+101.7%
MPC vs VFC
+41.4%
+60.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.2% |
| 7D | -8.8% | +3.5% | -12.3% | -8.4% |
| 30D | -14.4% | +38.3% | -52.7% | -11.7% |
| 3M | +21.9% | +40.2% | -18.2% | +26.2% |
| 6M | +60.1% | +10.6% | +49.5% | +64.1% |
| YTD | +142.3% | +16.7% | +125.6% | +148.1% |
| 1Y | +101.7% | +45.0% | +56.7% | +101.9% |
| All | +101.7% | +41.4% | +60.3% | +101.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling