+1,171.8%
MPC vs VTRS
-30.6%
+1,202.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +11.2% | +4.6% | +6.7% | +9.7% |
| 30D | -14.5% | +19.4% | -33.9% | -19.4% |
| 3M | +16.7% | +30.8% | -14.1% | +6.5% |
| 6M | +67.6% | +21.6% | +45.9% | +55.6% |
| YTD | +157.9% | +71.2% | +86.8% | +110.7% |
| 1Y | +116.7% | +97.6% | +19.1% | +68.1% |
| 3Y | +199.8% | +163.9% | +35.9% | +100.4% |
| 5Y | +604.4% | +82.1% | +522.3% | +420.0% |
| All | +1,171.8% | -30.6% | +1,202.4% | +1,011.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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