+564.6%
MPC vs VO
+36.5%
+528.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -8.8% | -0.2% | -8.7% | -8.7% |
| 30D | -14.4% | +0.5% | -14.9% | -14.8% |
| 3M | +21.9% | -1.1% | +23.0% | +22.7% |
| 6M | +60.1% | +6.4% | +53.7% | +52.1% |
| YTD | +142.3% | +13.5% | +128.8% | +117.7% |
| 1Y | +101.7% | +13.6% | +88.1% | +81.1% |
| 3Y | +184.8% | +65.2% | +119.6% | +93.4% |
| 5Y | +564.6% | +37.7% | +526.9% | +410.3% |
| All | +564.6% | +36.5% | +528.1% | +410.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling