+1,093.9%
MPC vs VT
+214.8%
+879.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | +1.1% |
| 7D | -12.8% | -4.2% | -8.6% | -8.4% |
| 30D | -12.7% | -5.8% | -6.9% | -6.6% |
| 3M | +27.1% | -5.2% | +32.3% | +34.5% |
| 6M | +45.8% | +0.1% | +45.7% | +42.2% |
| YTD | +134.7% | +8.2% | +126.5% | +103.7% |
| 1Y | +106.0% | +10.1% | +95.9% | +74.4% |
| 3Y | +165.5% | +69.7% | +95.8% | +22.7% |
| 5Y | +540.9% | +53.4% | +487.5% | +236.9% |
| All | +1,093.9% | +214.8% | +879.1% | +115.5% |
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