-24.5%
MDB vs VTR
+88.4%
-113.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -4.5% | -2.9% | -1.6% | -3.5% |
| 30D | -14.0% | -2.8% | -11.2% | -13.3% |
| 3M | +5.3% | +9.0% | -3.7% | +1.1% |
| 6M | +31.9% | +5.0% | +26.9% | +27.3% |
| YTD | -14.6% | +16.9% | -31.5% | -22.0% |
| 1Y | +8.2% | +34.3% | -26.1% | -8.1% |
| 3Y | -5.0% | +131.6% | -136.6% | -41.7% |
| 5Y | -24.5% | +88.0% | -112.5% | -52.5% |
| All | -24.5% | +88.4% | -113.0% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling