+1,131.4%
MPC vs VTRS
-48.4%
+1,179.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +1.8% | -2.2% | +4.0% | +2.5% |
| 30D | +14.0% | +3.3% | +10.7% | +12.7% |
| 3M | +52.2% | +2.0% | +50.2% | +50.6% |
| 6M | +75.8% | +19.9% | +55.8% | +63.0% |
| YTD | +146.3% | +35.7% | +110.5% | +117.8% |
| 1Y | +120.8% | +68.1% | +52.7% | +80.2% |
| 3Y | +172.6% | +87.1% | +85.6% | +105.7% |
| 5Y | +678.2% | +47.6% | +630.6% | +515.6% |
| All | +1,131.4% | -48.4% | +1,179.8% | +1,104.9% |
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