+1,171.8%
MPC vs VNQ
+83.2%
+1,088.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +11.2% | +0.8% | +10.5% | +10.6% |
| 30D | -14.5% | +6.8% | -21.3% | -19.4% |
| 3M | +16.7% | -1.3% | +18.0% | +17.2% |
| 6M | +67.6% | +2.4% | +65.2% | +62.0% |
| YTD | +157.9% | +12.1% | +145.8% | +128.6% |
| 1Y | +116.7% | +12.0% | +104.7% | +92.2% |
| 3Y | +199.8% | +44.8% | +155.0% | +105.2% |
| 5Y | +604.4% | +6.9% | +597.6% | +526.4% |
| All | +1,171.8% | +83.2% | +1,088.5% | +652.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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