+123.4%
VRT vs MPC
+120.1%
+3.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.0% | +4.3% |
| 7D | +9.1% | +5.4% | +3.7% | +9.1% |
| 30D | +0.9% | +31.0% | -30.0% | +0.6% |
| 3M | -13.4% | +46.0% | -59.4% | -14.1% |
| 6M | +11.7% | +77.3% | -65.6% | +7.4% |
| YTD | +73.2% | +141.9% | -68.7% | +54.3% |
| 1Y | +123.4% | +120.9% | +2.5% | +141.4% |
| All | +123.4% | +120.1% | +3.3% | +141.4% |
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