+1,134.0%
MPC vs VTR
+85.6%
+1,048.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +3.9% | -2.4% | +6.2% | +5.1% |
| 30D | +33.8% | -3.7% | +37.5% | +35.8% |
| 3M | +49.9% | +13.5% | +36.3% | +39.7% |
| 6M | +80.9% | +7.2% | +73.7% | +72.3% |
| YTD | +147.4% | +17.6% | +129.9% | +124.7% |
| 1Y | +123.2% | +35.4% | +87.8% | +87.9% |
| 3Y | +171.7% | +132.8% | +38.9% | +67.0% |
| 5Y | +678.6% | +88.7% | +589.9% | +416.7% |
| 10Y | +1,134.0% | +87.6% | +1,046.4% | +563.4% |
| All | +1,134.0% | +85.6% | +1,048.4% | +563.4% |
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