+1,079.5%
MPC vs VMC
+159.8%
+919.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -16.2% | +0.5% | -16.7% | -16.6% |
| 30D | -15.7% | +15.8% | -31.5% | -21.5% |
| 3M | +24.9% | +0.6% | +24.3% | +23.3% |
| 6M | +52.7% | -4.0% | +56.7% | +52.0% |
| YTD | +131.9% | -0.3% | +132.2% | +122.7% |
| 1Y | +96.6% | -0.5% | +97.2% | +88.8% |
| 3Y | +163.8% | +39.6% | +124.2% | +105.1% |
| 5Y | +533.1% | +50.1% | +483.1% | +355.0% |
| All | +1,079.5% | +159.8% | +919.7% | +490.8% |
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