+3,109.1%
MPC vs VTV
+509.8%
+2,599.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +1.8% |
| 7D | -9.4% | -0.5% | -8.9% | -8.9% |
| 30D | -14.3% | +3.1% | -17.4% | -18.2% |
| 3M | +31.1% | +1.8% | +29.3% | +27.2% |
| 6M | +60.3% | +10.9% | +49.4% | +36.8% |
| YTD | +142.5% | +20.9% | +121.7% | +81.2% |
| 1Y | +104.6% | +24.6% | +79.9% | +45.9% |
| 3Y | +191.7% | +78.6% | +113.1% | +22.2% |
| 5Y | +549.2% | +76.4% | +472.8% | +175.4% |
| 10Y | +1,106.2% | +230.7% | +875.5% | +130.3% |
| All | +3,109.1% | +509.8% | +2,599.3% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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