+77.3%
MPC vs VFC
-28.1%
+105.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.8% |
| 7D | +5.4% | -1.6% | +7.1% | +5.1% |
| 30D | +31.0% | -11.6% | +42.6% | +27.7% |
| 3M | +46.0% | -18.1% | +64.1% | +42.6% |
| 6M | +77.3% | -27.4% | +104.7% | +71.7% |
| All | +77.3% | -28.1% | +105.4% | +71.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling