+642.2%
MPC vs VMC
+52.7%
+589.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +5.4% | -4.3% | +9.8% | +6.3% |
| 30D | +31.0% | -8.2% | +39.2% | +33.1% |
| 3M | +46.0% | -7.0% | +53.1% | +47.3% |
| 6M | +77.3% | -10.8% | +88.1% | +80.1% |
| YTD | +141.9% | -7.4% | +149.3% | +141.7% |
| 1Y | +120.9% | -9.5% | +130.4% | +121.7% |
| 3Y | +182.7% | +20.5% | +162.2% | +154.5% |
| All | +642.2% | +52.7% | +589.6% | +500.3% |
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