+163.8%
MPC vs VUG
+78.4%
+85.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -16.2% | -3.4% | -12.8% | -15.3% |
| 30D | -15.7% | -11.1% | -4.6% | -12.7% |
| 3M | +24.9% | -7.2% | +32.1% | +27.4% |
| 6M | +52.7% | -4.1% | +56.8% | +53.4% |
| YTD | +131.9% | +1.4% | +130.5% | +127.5% |
| 1Y | +96.6% | +1.9% | +94.7% | +92.3% |
| 3Y | +163.8% | +77.7% | +86.0% | +87.8% |
| All | +163.8% | +78.4% | +85.4% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling