+3,101.0%
MPC vs VMC
+656.1%
+2,444.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +5.4% | -4.3% | +9.8% | +7.4% |
| 30D | +31.0% | -8.2% | +39.2% | +35.8% |
| 3M | +46.0% | -7.0% | +53.1% | +48.8% |
| 6M | +77.3% | -10.8% | +88.1% | +82.2% |
| YTD | +141.9% | -7.4% | +149.3% | +142.4% |
| 1Y | +120.9% | -9.5% | +130.4% | +122.7% |
| 3Y | +182.7% | +20.5% | +162.2% | +140.6% |
| 5Y | +646.4% | +51.6% | +594.9% | +446.6% |
| 10Y | +1,138.7% | +150.0% | +988.7% | +578.3% |
| All | +3,101.0% | +656.1% | +2,444.9% | +935.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling