+145.7%
VMC vs MKTX
+5.0%
+140.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -3.8% | -0.2% | -3.5% | -3.7% |
| 30D | -9.7% | +0.7% | -10.4% | -9.8% |
| 3M | -9.6% | +40.8% | -50.4% | -15.2% |
| 6M | -4.8% | -8.0% | +3.2% | -3.9% |
| YTD | -10.9% | -8.7% | -2.1% | -9.9% |
| 1Y | -15.6% | -11.8% | -3.7% | -14.3% |
| 3Y | +19.3% | -24.0% | +43.3% | +21.8% |
| 5Y | +48.0% | -60.3% | +108.3% | +66.6% |
| All | +145.7% | +5.0% | +140.7% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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