+184.8%
MPC vs VFC
+47.8%
+137.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -8.8% | +3.5% | -12.3% | -9.1% |
| 30D | -14.4% | +38.3% | -52.7% | -17.1% |
| 3M | +21.9% | +40.2% | -18.2% | +17.8% |
| 6M | +60.1% | +10.6% | +49.5% | +57.9% |
| YTD | +142.3% | +16.7% | +125.6% | +135.9% |
| 1Y | +101.7% | +45.0% | +56.7% | +90.1% |
| 3Y | +184.8% | +48.8% | +136.0% | +152.5% |
| All | +184.8% | +47.8% | +137.0% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling