+1,740.6%
VRT vs MPC
+495.9%
+1,244.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.9% |
| 7D | -21.4% | -16.2% | -5.2% | -16.1% |
| 30D | -25.8% | -15.7% | -10.1% | -21.4% |
| 3M | -33.5% | +24.9% | -58.4% | -38.7% |
| 6M | -49.0% | +52.7% | -101.7% | -56.5% |
| YTD | +12.9% | +131.9% | -118.9% | -18.5% |
| 1Y | 0.0% | +96.6% | -96.6% | -23.3% |
| 3Y | +361.8% | +163.8% | +198.0% | +211.7% |
| 5Y | +565.1% | +533.1% | +32.0% | +229.9% |
| All | +1,740.6% | +495.9% | +1,244.7% | +509.8% |
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