+2,010.2%
VRT vs MPC
+560.0%
+1,450.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.7% |
| 7D | +18.6% | +9.4% | +9.2% | +15.1% |
| 30D | -11.7% | -13.4% | +1.8% | -7.0% |
| 3M | -27.3% | +18.9% | -46.2% | -31.6% |
| 6M | -42.9% | +64.9% | -107.8% | -52.5% |
| YTD | +29.5% | +156.8% | -127.3% | -9.7% |
| 1Y | +21.0% | +113.2% | -92.1% | -9.6% |
| 3Y | +403.1% | +201.8% | +201.3% | +224.5% |
| 5Y | +688.8% | +601.4% | +87.5% | +278.2% |
| All | +2,010.2% | +560.0% | +1,450.1% | +575.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling