+101.9%
MPC vs VFC
+42.4%
+59.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +4.9% |
| 7D | -9.4% | +7.7% | -17.1% | -8.7% |
| 30D | -14.3% | +39.2% | -53.5% | -11.6% |
| 3M | +31.1% | +40.3% | -9.2% | +35.7% |
| 6M | +60.3% | +11.4% | +48.9% | +64.4% |
| YTD | +142.5% | +17.5% | +125.0% | +148.5% |
| All | +101.9% | +42.4% | +59.5% | +102.2% |
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