+3,735.9%
VMC vs M
+401.4%
+3,334.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +0.1% |
| 7D | +0.5% | -4.3% | +4.8% | +1.6% |
| 30D | +15.8% | +1.3% | +14.5% | +15.4% |
| 3M | +0.6% | -7.4% | +7.9% | +2.3% |
| 6M | -4.0% | +18.3% | -22.4% | -8.5% |
| YTD | -0.3% | +7.6% | -7.9% | -3.3% |
| 1Y | -0.5% | +17.4% | -17.9% | -5.8% |
| 3Y | +39.6% | +108.4% | -68.8% | +7.1% |
| 5Y | +50.1% | -10.6% | +60.7% | +33.4% |
| 10Y | +163.9% | -3.2% | +167.1% | +86.7% |
| All | +3,735.9% | +401.4% | +3,334.5% | +1,601.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling