+3.5%
VRT vs MPC
+104.9%
-101.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -17.7% | -8.8% | -8.8% | -17.0% |
| 30D | -20.0% | -14.4% | -5.6% | -19.4% |
| 3M | -28.1% | +21.9% | -50.0% | -27.6% |
| 6M | -42.8% | +60.1% | -103.0% | -42.9% |
| YTD | +20.0% | +142.3% | -122.3% | +8.2% |
| 1Y | +3.5% | +101.7% | -98.2% | +5.0% |
| All | +3.5% | +104.9% | -101.4% | +5.0% |
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