-34.6%
MP vs VTR
+22.5%
-57.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.5% | -7.6% | -3.5% |
| 7D | -12.5% | +10.0% | -22.6% | -7.1% |
| 30D | -23.3% | +9.6% | -33.0% | -18.8% |
| 3M | -24.4% | -1.2% | -23.1% | -24.7% |
| 6M | -45.8% | +2.8% | -48.6% | -43.1% |
| YTD | -28.9% | +17.4% | -46.3% | -23.9% |
| 1Y | -34.6% | +22.0% | -56.6% | -36.4% |
| All | -34.6% | +22.5% | -57.1% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling