+346.3%
VRT vs MPC
+163.4%
+183.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.9% | -10.1% | -12.7% |
| 7D | -28.1% | -12.8% | -15.4% | -24.8% |
| 30D | -30.2% | -12.7% | -17.5% | -27.2% |
| 3M | -36.4% | +27.1% | -63.5% | -41.2% |
| 6M | -48.2% | +45.8% | -93.9% | -54.7% |
| YTD | +9.2% | +134.7% | -125.5% | -23.4% |
| 1Y | -7.2% | +106.0% | -113.3% | -30.9% |
| All | +346.3% | +163.4% | +183.0% | +186.7% |
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