+1,116.6%
MPC vs VMC
+153.4%
+963.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +5.4% | -4.3% | +9.8% | +7.4% |
| 30D | +31.0% | -8.2% | +39.2% | +35.8% |
| 3M | +46.0% | -7.0% | +53.1% | +48.8% |
| 6M | +77.3% | -10.8% | +88.1% | +82.3% |
| YTD | +141.9% | -7.4% | +149.3% | +142.1% |
| 1Y | +120.9% | -9.5% | +130.4% | +122.5% |
| 3Y | +182.7% | +20.5% | +162.2% | +137.4% |
| 5Y | +646.4% | +51.6% | +594.9% | +430.1% |
| All | +1,116.6% | +153.4% | +963.2% | +522.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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