-15.1%
MP vs VTR
+95.0%
-110.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.3% | +5.1% |
| 7D | -10.5% | +4.7% | -15.2% | -12.2% |
| 30D | -23.5% | +10.9% | -34.4% | -27.1% |
| 3M | -25.4% | -3.2% | -22.2% | -24.9% |
| 6M | -51.3% | +3.7% | -54.9% | -53.4% |
| YTD | -29.9% | +16.8% | -46.7% | -37.7% |
| 1Y | -31.8% | +21.3% | -53.2% | -40.7% |
| 3Y | +127.0% | +119.0% | +7.9% | +29.1% |
| All | -15.1% | +95.0% | -110.1% | -48.6% |
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 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