+1,855.0%
VRT vs MPC
+522.8%
+1,332.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -17.7% | -8.8% | -8.8% | -14.6% |
| 30D | -20.0% | -14.4% | -5.6% | -15.5% |
| 3M | -28.1% | +21.9% | -50.0% | -33.0% |
| 6M | -42.8% | +60.1% | -103.0% | -52.0% |
| YTD | +20.0% | +142.3% | -122.3% | -14.6% |
| 1Y | +3.5% | +101.7% | -98.2% | -21.2% |
| 3Y | +366.1% | +184.8% | +181.3% | +206.6% |
| 5Y | +632.2% | +564.6% | +67.6% | +257.5% |
| All | +1,855.0% | +522.8% | +1,332.2% | +538.5% |
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