+1,171.8%
MPC vs VUG
+398.3%
+773.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +1.1% |
| 7D | +11.2% | +2.5% | +8.7% | +9.4% |
| 30D | -14.5% | -6.3% | -8.2% | -10.7% |
| 3M | +16.7% | -6.0% | +22.7% | +21.1% |
| 6M | +67.6% | -3.5% | +71.1% | +69.4% |
| YTD | +157.9% | +3.9% | +154.0% | +143.8% |
| 1Y | +116.7% | +5.1% | +111.6% | +102.7% |
| 3Y | +199.8% | +77.9% | +121.9% | +77.6% |
| 5Y | +604.4% | +62.4% | +542.0% | +342.2% |
| All | +1,171.8% | +398.3% | +773.5% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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