+2,968.0%
MPC vs VSH
+102.0%
+2,865.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -3.5% |
| 7D | -16.2% | -12.9% | -3.2% | -12.0% |
| 30D | -15.7% | -36.9% | +21.1% | -1.3% |
| 3M | +24.9% | -28.8% | +53.7% | +36.7% |
| 6M | +52.7% | -30.3% | +82.9% | +54.2% |
| YTD | +131.9% | +62.4% | +69.5% | +51.5% |
| 1Y | +96.6% | +62.5% | +34.1% | +27.5% |
| 3Y | +163.8% | +7.4% | +156.4% | +91.3% |
| 5Y | +533.1% | +25.4% | +507.7% | +298.9% |
| 10Y | +1,118.6% | +102.6% | +1,016.0% | +486.6% |
| All | +2,968.0% | +102.0% | +2,865.9% | +1,341.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling