+47.8%
VMC vs MKTX
-60.5%
+108.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.7% |
| 6M | -4.8% | -8.0% | +3.2% | -3.0% |
| YTD | -10.9% | -8.7% | -2.1% | -9.1% |
| 1Y | -15.6% | -11.8% | -3.7% | -13.5% |
| 3Y | +19.3% | -24.0% | +43.3% | +22.2% |
| All | +47.8% | -60.5% | +108.3% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling