+1,678.9%
VRT vs MPC
+503.2%
+1,175.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.9% | -10.1% | -12.7% |
| 7D | -28.1% | -12.8% | -15.4% | -24.4% |
| 30D | -30.2% | -12.7% | -17.5% | -26.9% |
| 3M | -36.4% | +27.1% | -63.5% | -41.7% |
| 6M | -48.2% | +45.8% | -93.9% | -55.1% |
| YTD | +9.2% | +134.7% | -125.5% | -21.5% |
| 1Y | -7.2% | +106.0% | -113.3% | -30.1% |
| 3Y | +338.7% | +165.5% | +173.2% | +195.5% |
| 5Y | +542.8% | +540.9% | +1.9% | +217.5% |
| All | +1,678.9% | +503.2% | +1,175.7% | +487.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling