+551.4%
VMC vs MKTX
+1,445.1%
-893.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.2% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -12.3% | +1.0% | -13.2% | -12.4% |
| 3M | -10.3% | +40.8% | -51.1% | -18.2% |
| 6M | -8.6% | -10.9% | +2.3% | -7.6% |
| YTD | -11.9% | -8.6% | -3.3% | -11.6% |
| 1Y | -13.9% | -11.6% | -2.3% | -13.2% |
| 3Y | +18.2% | -24.5% | +42.7% | +20.3% |
| 5Y | +47.7% | -60.7% | +108.5% | +72.0% |
| 10Y | +152.5% | +5.1% | +147.4% | +116.5% |
| All | +551.4% | +1,445.1% | -893.7% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling