+287.6%
MP vs VNQ
+54.5%
+233.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +9.5% | +0.8% | +8.7% | +8.7% |
| 30D | -3.0% | +6.8% | -9.8% | -9.4% |
| 3M | -30.4% | -1.3% | -29.1% | -29.6% |
| 6M | -39.2% | +2.4% | -41.6% | -42.0% |
| YTD | -23.3% | +12.1% | -35.4% | -33.8% |
| 1Y | -32.6% | +12.0% | -44.6% | -41.8% |
| 3Y | +159.3% | +44.8% | +114.5% | +68.3% |
| 5Y | -16.4% | +6.9% | -23.3% | -25.6% |
| All | +287.6% | +54.5% | +233.1% | +153.6% |
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