+654.4%
VRT vs MPC
+600.5%
+53.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +10.5% | +11.2% | -0.7% | +6.1% |
| 30D | -9.3% | -14.5% | +5.2% | -3.7% |
| 3M | -29.6% | +16.7% | -46.3% | -33.9% |
| 6M | -45.4% | +67.6% | -112.9% | -56.1% |
| YTD | +24.8% | +157.9% | -133.1% | -19.1% |
| 1Y | +23.6% | +116.7% | -93.0% | -13.0% |
| 3Y | +379.7% | +199.8% | +179.9% | +176.8% |
| All | +654.4% | +600.5% | +53.9% | +201.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling