+1,065.8%
MDB vs VTR
+105.2%
+960.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.0% |
| 7D | -2.8% | -1.8% | -0.9% | -2.3% |
| 30D | -14.9% | +4.0% | -18.9% | -15.7% |
| 3M | +7.3% | +7.8% | -0.5% | +5.0% |
| 6M | +38.2% | +6.4% | +31.8% | +34.9% |
| YTD | -10.9% | +18.3% | -29.2% | -15.6% |
| 1Y | +11.6% | +33.9% | -22.3% | +2.2% |
| 3Y | -0.9% | +134.3% | -135.2% | -22.3% |
| 5Y | -23.5% | +90.3% | -113.8% | -37.3% |
| All | +1,065.8% | +105.2% | +960.6% | +846.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling