+264.6%
MP vs VTR
+204.1%
+60.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.3% |
| 7D | -3.6% | +3.8% | -7.4% | -4.9% |
| 30D | -21.0% | +10.1% | -31.1% | -24.0% |
| 3M | -33.3% | -1.2% | -32.1% | -33.3% |
| 6M | -45.9% | +4.8% | -50.7% | -48.1% |
| YTD | -27.8% | +18.9% | -46.7% | -34.8% |
| 1Y | -43.2% | +21.8% | -65.0% | -49.3% |
| 3Y | +144.0% | +132.0% | +12.1% | +55.6% |
| 5Y | -6.1% | +94.7% | -100.8% | -36.2% |
| All | +264.6% | +204.1% | +60.5% | +112.1% |
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