+1,116.6%
MPC vs VSH
+173.5%
+943.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -1.5% |
| 7D | +5.4% | +4.1% | +1.4% | +3.7% |
| 30D | +31.0% | -4.2% | +35.1% | +31.8% |
| 3M | +46.0% | -50.0% | +96.0% | +84.6% |
| 6M | +77.3% | +80.2% | -2.9% | +17.2% |
| YTD | +141.9% | +121.1% | +20.8% | +41.9% |
| 1Y | +120.9% | +112.0% | +8.9% | +29.5% |
| 3Y | +182.7% | +22.5% | +160.2% | +106.0% |
| 5Y | +646.4% | +64.0% | +582.4% | +323.5% |
| All | +1,116.6% | +173.5% | +943.1% | +369.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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