+1,120.0%
MPC vs VO
+194.3%
+925.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.6% |
| 7D | +5.4% | -0.3% | +5.7% | +5.7% |
| 30D | +31.0% | -0.3% | +31.3% | +31.4% |
| 3M | +46.0% | +2.9% | +43.1% | +40.4% |
| 6M | +77.3% | +9.3% | +68.0% | +57.0% |
| YTD | +141.9% | +14.2% | +127.7% | +103.1% |
| 1Y | +120.9% | +15.3% | +105.7% | +82.9% |
| 3Y | +182.7% | +56.2% | +126.4% | +58.2% |
| 5Y | +646.4% | +42.4% | +604.0% | +357.3% |
| All | +1,120.0% | +194.3% | +925.7% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling