-95.7%
MCRB price history and return analytics
+65.7%
-161.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -3.0% |
| 7D | -12.4% | -1.1% | -11.3% | -11.0% |
| 30D | +6.1% | -1.0% | +7.1% | +7.7% |
| 3M | -20.7% | +3.2% | -23.9% | -24.2% |
| 6M | -43.9% | +12.5% | -56.4% | -52.8% |
| YTD | -66.3% | +14.1% | -80.4% | -71.7% |
| 1Y | -71.5% | +18.9% | -90.4% | -77.6% |
| 3Y | -91.8% | +74.1% | -165.9% | -96.3% |
| All | -95.7% | +65.7% | -161.4% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling