+1,079.5%
MPC vs VT
+215.5%
+863.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.5% |
| 7D | -16.2% | -2.3% | -13.9% | -14.0% |
| 30D | -15.7% | -5.0% | -10.8% | -10.8% |
| 3M | +24.9% | -4.9% | +29.8% | +31.6% |
| 6M | +52.7% | -1.5% | +54.2% | +52.4% |
| YTD | +131.9% | +8.5% | +123.4% | +100.7% |
| 1Y | +96.6% | +11.4% | +85.3% | +64.1% |
| 3Y | +163.8% | +70.1% | +93.7% | +21.5% |
| 5Y | +533.1% | +53.7% | +479.4% | +231.8% |
| All | +1,079.5% | +215.5% | +863.9% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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