+267.3%
MP vs VTR
+204.3%
+63.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +2.3% | +1.4% | +0.9% | +1.8% |
| 30D | -15.3% | +8.2% | -23.5% | -18.0% |
| 3M | -33.5% | +4.6% | -38.1% | -34.8% |
| 6M | -45.5% | +4.3% | -49.9% | -47.6% |
| YTD | -27.3% | +19.0% | -46.3% | -34.4% |
| 1Y | -40.7% | +21.6% | -62.3% | -47.1% |
| 3Y | +145.9% | +132.2% | +13.7% | +56.7% |
| 5Y | -13.9% | +94.4% | -108.3% | -41.5% |
| All | +267.3% | +204.3% | +63.0% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling