+1,139.3%
MPC vs VTEB
+26.7%
+1,112.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | -0.8% | +6.2% | +6.5% |
| 30D | +31.0% | -1.3% | +32.3% | +33.3% |
| 3M | +46.0% | -2.1% | +48.2% | +50.1% |
| 6M | +77.3% | -1.7% | +79.0% | +80.8% |
| YTD | +141.9% | -0.6% | +142.5% | +142.6% |
| 1Y | +120.9% | +3.1% | +117.8% | +110.2% |
| 3Y | +182.7% | +9.2% | +173.5% | +143.3% |
| 5Y | +646.4% | +2.2% | +644.3% | +624.9% |
| 10Y | +1,138.7% | +18.8% | +1,120.0% | +1,276.4% |
| All | +1,139.3% | +26.7% | +1,112.6% | +1,543.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling