+601.0%
MPC vs VMC
+42.8%
+558.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +11.2% | -1.3% | +12.5% | +11.5% |
| 30D | -14.5% | +15.5% | -29.9% | -16.8% |
| 3M | +16.7% | +0.6% | +16.1% | +16.4% |
| 6M | +67.6% | +2.1% | +65.5% | +65.4% |
| YTD | +157.9% | -1.6% | +159.5% | +154.5% |
| 1Y | +116.7% | -1.2% | +117.8% | +113.4% |
| 3Y | +199.8% | +35.3% | +164.4% | +161.4% |
| All | +601.0% | +42.8% | +558.2% | +490.4% |
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 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