+64.9%
MPC vs VMC
-0.2%
+65.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +1.9% |
| 7D | +9.4% | -1.7% | +11.1% | +8.6% |
| 30D | -13.4% | +15.3% | -28.7% | -7.7% |
| 3M | +18.9% | +0.3% | +18.6% | +20.4% |
| 6M | +64.9% | +0.9% | +64.0% | +70.7% |
| All | +64.9% | -0.2% | +65.1% | +70.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling