+1,134.0%
MPC vs VIG
+240.3%
+893.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +3.3% |
| 7D | +3.9% | -0.4% | +4.3% | +4.4% |
| 30D | +33.8% | -2.1% | +35.8% | +37.3% |
| 3M | +49.9% | +3.3% | +46.5% | +43.2% |
| 6M | +80.9% | +9.3% | +71.7% | +59.6% |
| YTD | +147.4% | +10.1% | +137.3% | +115.8% |
| 1Y | +123.2% | +14.7% | +108.5% | +84.1% |
| 3Y | +171.7% | +56.9% | +114.8% | +46.9% |
| 5Y | +678.6% | +62.9% | +615.6% | +290.1% |
| 10Y | +1,134.0% | +241.3% | +892.7% | +124.9% |
| All | +1,134.0% | +240.3% | +893.7% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling