+287.6%
MP vs VTR
+199.3%
+88.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | +9.5% | +0.2% | +9.3% | +9.4% |
| 30D | -3.0% | +5.5% | -8.4% | -5.2% |
| 3M | -30.4% | -0.9% | -29.4% | -30.4% |
| 6M | -39.2% | -0.4% | -38.8% | -40.3% |
| YTD | -23.3% | +17.0% | -40.3% | -30.3% |
| 1Y | -32.6% | +18.0% | -50.6% | -39.1% |
| 3Y | +159.3% | +127.4% | +31.9% | +66.5% |
| 5Y | -16.4% | +92.3% | -108.7% | -43.0% |
| All | +287.6% | +199.3% | +88.3% | +126.6% |
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