+1,098.3%
MPC vs VTR
+126.9%
+971.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -8.8% | +3.8% | -12.6% | -10.6% |
| 30D | -14.4% | +10.1% | -24.5% | -18.4% |
| 3M | +21.9% | -1.2% | +23.1% | +21.8% |
| 6M | +60.1% | +4.8% | +55.4% | +54.0% |
| YTD | +142.3% | +18.9% | +123.4% | +117.9% |
| 1Y | +101.7% | +21.8% | +79.9% | +78.9% |
| 3Y | +184.8% | +132.0% | +52.8% | +75.0% |
| 5Y | +564.6% | +94.7% | +469.9% | +332.3% |
| 10Y | +1,098.3% | +136.8% | +961.5% | +499.8% |
| All | +1,098.3% | +126.9% | +971.4% | +499.8% |
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