+1,098.3%
MPC vs VMC
+136.9%
+961.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -8.8% | +1.1% | -10.0% | -9.5% |
| 30D | -14.4% | +17.7% | -32.1% | -20.8% |
| 3M | +21.9% | +1.1% | +20.9% | +20.2% |
| 6M | +60.1% | +1.8% | +58.3% | +55.1% |
| YTD | +142.3% | +1.5% | +140.8% | +131.0% |
| 1Y | +101.7% | -1.1% | +102.8% | +94.6% |
| 3Y | +184.8% | +38.8% | +146.0% | +122.4% |
| 5Y | +564.6% | +49.6% | +515.1% | +380.0% |
| 10Y | +1,098.3% | +130.6% | +967.7% | +524.4% |
| All | +1,098.3% | +136.9% | +961.5% | +524.4% |
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