+58.1%
MP vs VTR
+86.5%
-28.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.2% |
| 7D | -2.9% | -1.7% | -1.2% | -2.2% |
| 30D | +13.8% | -2.4% | +16.3% | +14.8% |
| 3M | -16.7% | +14.8% | -31.5% | -23.4% |
| 6M | -11.5% | +5.3% | -16.8% | -15.5% |
| YTD | +7.9% | +18.1% | -10.2% | -3.3% |
| 1Y | -15.0% | +36.7% | -51.7% | -30.2% |
| 3Y | +153.5% | +130.1% | +23.4% | +46.7% |
| All | +58.1% | +86.5% | -28.4% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling