+191.2%
MPC vs VMC
+37.8%
+153.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.4% |
| 7D | +2.6% | -4.3% | +6.9% | +2.7% |
| 30D | -12.2% | +16.2% | -28.4% | -12.6% |
| 3M | +20.1% | -0.8% | +20.9% | +20.6% |
| 6M | +60.6% | +1.2% | +59.4% | +60.7% |
| YTD | +150.6% | +0.5% | +150.1% | +149.1% |
| 1Y | +104.7% | -2.9% | +107.6% | +105.2% |
| All | +191.2% | +37.8% | +153.5% | +165.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling