+13.8%
VRT vs MPC
+122.9%
-109.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -8.1% | -4.8% | -12.3% |
| 7D | -15.4% | -10.9% | -4.5% | -14.8% |
| 30D | -19.0% | -9.4% | -9.5% | -18.5% |
| 3M | -23.8% | +26.0% | -49.8% | -23.2% |
| 6M | -37.9% | +56.5% | -94.4% | -37.8% |
| YTD | +27.0% | +144.3% | -117.3% | +16.2% |
| 1Y | +13.8% | +117.2% | -103.4% | +10.0% |
| All | +13.8% | +122.9% | -109.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling