+403.5%
VRT vs MPC
+187.3%
+216.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.6% | +5.0% | +8.1% |
| 7D | -10.6% | -9.4% | -1.2% | -7.4% |
| 30D | -17.4% | -14.3% | -3.1% | -13.4% |
| 3M | -26.4% | +31.1% | -57.5% | -32.6% |
| 6M | -41.0% | +60.3% | -101.3% | -50.1% |
| YTD | +23.8% | +142.5% | -118.7% | -14.2% |
| 1Y | +11.6% | +104.6% | -93.0% | -16.2% |
| 3Y | +403.5% | +191.7% | +211.8% | +203.7% |
| All | +403.5% | +187.3% | +216.2% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling