+3,101.0%
MPC vs VFC
-19.4%
+3,120.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.5% |
| 7D | +5.4% | -1.6% | +7.1% | +5.9% |
| 30D | +31.0% | -11.6% | +42.6% | +36.0% |
| 3M | +46.0% | -18.1% | +64.1% | +52.8% |
| 6M | +77.3% | -27.4% | +104.7% | +90.0% |
| YTD | +141.9% | -24.8% | +166.7% | +154.8% |
| 1Y | +120.9% | -8.2% | +129.1% | +112.9% |
| 3Y | +182.7% | -29.1% | +211.8% | +147.2% |
| 5Y | +646.4% | -79.2% | +725.6% | +1,129.6% |
| 10Y | +1,138.7% | -68.1% | +1,206.8% | +1,428.9% |
| All | +3,101.0% | -19.4% | +3,120.4% | +1,824.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling