+453.7%
MP vs VTR
+200.7%
+253.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.7% |
| 7D | +3.0% | -2.4% | +5.4% | +3.9% |
| 30D | +8.3% | -3.7% | +12.1% | +9.7% |
| 3M | -3.8% | +13.5% | -17.4% | -10.1% |
| 6M | -4.9% | +7.2% | -12.1% | -9.6% |
| YTD | +9.6% | +17.6% | -8.0% | -0.2% |
| 1Y | -11.7% | +35.4% | -47.1% | -25.1% |
| 3Y | +158.5% | +132.8% | +25.7% | +65.1% |
| 5Y | +68.9% | +88.7% | -19.7% | +16.1% |
| All | +453.7% | +200.7% | +253.0% | +224.7% |
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