+3,106.3%
MPC vs VFC
+25.1%
+3,081.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -8.8% | +3.5% | -12.3% | -9.9% |
| 30D | -14.4% | +38.3% | -52.7% | -23.2% |
| 3M | +21.9% | +40.2% | -18.2% | +8.4% |
| 6M | +60.1% | +10.6% | +49.5% | +50.8% |
| YTD | +142.3% | +16.7% | +125.6% | +119.9% |
| 1Y | +101.7% | +45.0% | +56.7% | +68.2% |
| 3Y | +184.8% | +48.8% | +136.0% | +91.3% |
| 5Y | +564.6% | -67.6% | +632.2% | +847.9% |
| 10Y | +1,098.3% | -47.5% | +1,145.9% | +1,135.8% |
| All | +3,106.3% | +25.1% | +3,081.2% | +1,560.6% |
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