-99.5%
MCRB price history and return analytics
+218.1%
-317.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -2.2% |
| 7D | -9.6% | -2.0% | -7.6% | -7.0% |
| 30D | +9.9% | -1.4% | +11.3% | +12.3% |
| 3M | -21.4% | +4.7% | -26.1% | -26.5% |
| 6M | -43.0% | +11.4% | -54.4% | -51.2% |
| YTD | -65.7% | +13.1% | -78.8% | -70.8% |
| 1Y | -71.0% | +19.0% | -90.0% | -77.1% |
| 3Y | -92.1% | +73.9% | -166.1% | -96.3% |
| 5Y | -95.9% | +65.4% | -161.3% | -97.9% |
| 10Y | -97.6% | +225.4% | -323.0% | -99.5% |
| All | -99.5% | +218.1% | -317.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling