+1,098.3%
MPC vs VUG
+390.7%
+707.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.4% |
| 7D | -8.8% | -1.2% | -7.7% | -8.2% |
| 30D | -14.4% | -8.9% | -5.5% | -8.9% |
| 3M | +21.9% | -5.9% | +27.9% | +26.5% |
| 6M | +60.1% | -3.3% | +63.4% | +61.5% |
| YTD | +142.3% | +3.4% | +138.9% | +129.8% |
| 1Y | +101.7% | +1.9% | +99.8% | +93.3% |
| 3Y | +184.8% | +76.9% | +107.9% | +69.4% |
| 5Y | +564.6% | +63.9% | +500.7% | +311.9% |
| 10Y | +1,098.3% | +396.2% | +702.1% | +109.3% |
| All | +1,098.3% | +390.7% | +707.7% | +109.3% |
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