+1,183.8%
MPC vs VT
+231.8%
+952.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.7% | -9.8% | -10.2% |
| 7D | -10.9% | -0.3% | -10.6% | -10.8% |
| 30D | -9.4% | -1.4% | -8.0% | -8.3% |
| 3M | +26.0% | -1.4% | +27.4% | +27.0% |
| 6M | +56.5% | +5.5% | +51.0% | +43.2% |
| YTD | +144.3% | +12.8% | +131.4% | +101.5% |
| 1Y | +117.2% | +15.4% | +101.8% | +73.5% |
| 3Y | +176.3% | +76.9% | +99.4% | +21.3% |
| 5Y | +590.5% | +60.4% | +530.1% | +243.1% |
| 10Y | +1,183.8% | +232.8% | +951.1% | +114.0% |
| All | +1,183.8% | +231.8% | +952.0% | +114.0% |
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