+534.5%
MPC vs VMC
+42.5%
+492.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -16.2% | +0.5% | -16.7% | -16.3% |
| 30D | -15.7% | +15.8% | -31.5% | -18.0% |
| 3M | +24.9% | +0.6% | +24.3% | +24.6% |
| 6M | +52.7% | -4.0% | +56.7% | +53.2% |
| YTD | +131.9% | -0.3% | +132.2% | +128.3% |
| 1Y | +96.6% | -0.5% | +97.2% | +93.6% |
| 3Y | +163.8% | +39.6% | +124.2% | +128.0% |
| All | +534.5% | +42.5% | +492.0% | +442.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling