+445.3%
MP vs VNQ
+52.5%
+392.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.0% |
| 7D | -2.9% | -1.3% | -1.6% | -1.7% |
| 30D | +13.8% | -2.9% | +16.7% | +17.1% |
| 3M | -16.7% | +0.8% | -17.5% | -19.0% |
| 6M | -11.5% | +2.5% | -14.0% | -15.5% |
| YTD | +7.9% | +10.6% | -2.7% | -5.5% |
| 1Y | -15.0% | +9.1% | -24.1% | -24.7% |
| 3Y | +153.5% | +31.0% | +122.5% | +83.3% |
| 5Y | +58.7% | +4.9% | +53.7% | +43.9% |
| All | +445.3% | +52.5% | +392.8% | +262.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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