+180.6%
MPC vs VUG
+86.3%
+94.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +5.4% | -0.1% | +5.5% | +5.5% |
| 30D | +31.0% | -0.3% | +31.3% | +31.0% |
| 3M | +46.0% | -0.7% | +46.7% | +46.2% |
| 6M | +77.3% | +14.6% | +62.7% | +66.9% |
| YTD | +141.9% | +9.0% | +132.9% | +133.0% |
| 1Y | +120.9% | +14.9% | +106.1% | +106.8% |
| All | +180.6% | +86.3% | +94.3% | +116.0% |
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