+130.6%
VMC vs M
-3.0%
+133.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | +1.1% | +5.0% | -3.9% | +0.2% |
| 30D | +17.7% | +10.6% | +7.1% | +15.5% |
| 3M | +1.1% | +1.6% | -0.5% | +0.6% |
| 6M | +1.8% | +30.8% | -29.0% | -3.5% |
| YTD | +1.5% | +16.9% | -15.4% | -2.3% |
| 1Y | -1.1% | +26.3% | -27.4% | -6.3% |
| 3Y | +38.8% | +158.6% | -119.8% | +9.2% |
| 5Y | +49.6% | +2.1% | +47.5% | +34.6% |
| 10Y | +130.6% | -4.3% | +135.0% | +65.8% |
| All | +130.6% | -3.0% | +133.7% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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