+190.8%
MPC vs VLTO
+27.2%
+163.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +5.4% | -2.3% | +7.7% | +5.9% |
| 30D | +31.0% | -0.9% | +31.8% | +31.1% |
| 3M | +46.0% | +13.8% | +32.2% | +41.3% |
| 6M | +77.3% | +2.0% | +75.3% | +76.0% |
| YTD | +141.9% | -3.2% | +145.1% | +142.9% |
| 1Y | +120.9% | -9.2% | +130.1% | +126.1% |
| All | +190.8% | +27.2% | +163.6% | +179.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling