-9.1%
MDB vs VTR
+131.3%
-140.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -4.5% | -2.9% | -1.6% | -4.4% |
| 30D | -14.0% | -2.8% | -11.2% | -13.9% |
| 3M | +5.3% | +9.0% | -3.7% | +4.3% |
| 6M | +31.9% | +5.0% | +26.9% | +30.9% |
| YTD | -14.6% | +16.9% | -31.5% | -17.5% |
| 1Y | +8.2% | +34.3% | -26.1% | +0.2% |
| All | -9.1% | +131.3% | -140.4% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling