+1,120.5%
MPC vs VTEB
+17.5%
+1,103.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -0.7% |
| 7D | +1.2% | -1.2% | +2.4% | +3.0% |
| 30D | +17.0% | -2.9% | +19.8% | +21.9% |
| 3M | +49.5% | -3.2% | +52.6% | +56.3% |
| 6M | +83.5% | -2.6% | +86.2% | +90.0% |
| YTD | +144.1% | -1.8% | +145.9% | +149.3% |
| 1Y | +119.6% | +0.2% | +119.4% | +117.1% |
| 3Y | +168.1% | +8.2% | +159.9% | +130.6% |
| 5Y | +671.3% | +0.8% | +670.5% | +661.7% |
| All | +1,120.5% | +17.5% | +1,103.1% | +1,175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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