+2,968.0%
MPC vs VO
+410.1%
+2,557.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.0% |
| 7D | -16.2% | -2.6% | -13.6% | -13.6% |
| 30D | -15.7% | -0.9% | -14.8% | -15.0% |
| 3M | +24.9% | -3.0% | +27.9% | +28.9% |
| 6M | +52.7% | +2.2% | +50.4% | +47.1% |
| YTD | +131.9% | +10.6% | +121.3% | +101.1% |
| 1Y | +96.6% | +12.5% | +84.1% | +66.7% |
| 3Y | +163.8% | +61.4% | +102.4% | +41.3% |
| 5Y | +533.1% | +33.4% | +499.7% | +317.2% |
| 10Y | +1,118.6% | +201.5% | +917.1% | +199.4% |
| All | +2,968.0% | +410.1% | +2,557.9% | +300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling