+1,120.5%
MPC vs VNQ
+62.8%
+1,057.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.0% |
| 7D | +1.2% | -2.6% | +3.8% | +3.5% |
| 30D | +17.0% | -2.3% | +19.3% | +19.2% |
| 3M | +49.5% | -2.8% | +52.3% | +52.4% |
| 6M | +83.5% | +2.5% | +81.0% | +77.0% |
| YTD | +144.1% | +8.4% | +135.7% | +123.9% |
| 1Y | +119.6% | +6.8% | +112.8% | +103.9% |
| 3Y | +168.1% | +29.9% | +138.1% | +103.1% |
| 5Y | +671.3% | +7.2% | +664.1% | +581.0% |
| All | +1,120.5% | +62.8% | +1,057.7% | +657.7% |
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