+178.7%
MPC vs VLTO
+54.8%
+123.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -16.2% | +5.4% | -21.6% | -17.0% |
| 30D | -15.7% | +22.3% | -38.0% | -18.8% |
| 3M | +24.9% | +19.6% | +5.3% | +20.8% |
| 6M | +52.7% | +35.2% | +17.5% | +43.2% |
| YTD | +131.9% | +17.9% | +114.0% | +124.5% |
| 1Y | +96.6% | +19.5% | +77.1% | +89.2% |
| 3Y | +163.8% | +73.9% | +89.9% | +144.6% |
| All | +178.7% | +54.8% | +123.9% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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