+163.8%
MPC vs VO
+60.2%
+103.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -16.2% | -2.6% | -13.6% | -14.6% |
| 30D | -15.7% | -0.9% | -14.8% | -15.3% |
| 3M | +24.9% | -3.0% | +27.9% | +27.5% |
| 6M | +52.7% | +2.2% | +50.4% | +48.9% |
| YTD | +131.9% | +10.6% | +121.3% | +109.5% |
| 1Y | +96.6% | +12.5% | +84.1% | +74.5% |
| 3Y | +163.8% | +61.4% | +102.4% | +62.3% |
| All | +163.8% | +60.2% | +103.6% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling