-69.6%
MCRB price history and return analytics
+23.3%
-92.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +11.9% | +0.4% | +11.5% | +11.4% |
| 30D | +14.3% | +1.0% | +13.3% | +13.2% |
| 3M | -16.5% | +2.4% | -18.9% | -18.4% |
| 6M | -37.3% | +12.0% | -49.4% | -44.8% |
| YTD | -61.6% | +15.3% | -76.9% | -64.7% |
| 1Y | -69.6% | +22.6% | -92.2% | -71.7% |
| All | -69.6% | +23.3% | -92.9% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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